psycho ex-girlfriend

[Z28]

I have a slight situation with an ex-girlfriend. Out of nowhere I received a phone call from an ex; after pretending to listen to her complain for a minute I told her enough is enough and not to call me then I disconnected. She then proceeded to call back and left two voicemail messages in which she threatened bodily harm. I am guessing she will not follow through, but it is apparent she is a psycho. Should I get the authorities involved just to fuck with her? What would you do?