A particular individual whom I've only had contact with via e-mail is angry that they didn't get to participate in an experiment I ran (yes, just that fact makes me glad I didn't choose them). I tried telling them that the experiment is over and not to contact me again but that simply made them even more aggressive; Taking a cue from stalker victims, I have since then been ignoring their e-mails, but they continue to become even more aggressive.
In my original e-mail contact with them, my signature had my physical address in it, and based on their previous behavior, I'm concerned that they may attempt to come to the department and cause mischief or possibly (in the worst case) even commit criminal acts†. Unfortunately, I do not even have the person's name because they never wrote it in their e-mails, so I don't have much to go by even if I try to contact the police.
I have informed my supervisor of the issue, and he has not told me what to do: He merely explained the two possibilities (responding or ignoring) and the possible outcomes of each. I do not want to be responsible for any craziness which happens; What do I do?
† I am particularly concerned because there is hardly any concept of security at the department at all. In fact, It's already the case that things get stolen from the department every once and a while.