Contact you phone carrier and request the number be blocked as a nuisance caller.
If they can't or won't help you, then next time they call, have a recorder handy.
Notify the caller they are being recorded and let them spew their threats, then contact your local police/sheriffs dept. and turn over the call records. Get a case number and then use that to force the phone carrier to block/filter the calls.
Failing that, ignore their calls, pickup and hang up immediately to block them access to your answering machine or voice mail.
If your cell phone is a smart phone, there are many apps to block calls based on user black lists.