Road rage and being followed?

I was being tailgated by someone and once we got to the light i decided to make a left to lose them. as i did this they changed their mind and followed me. they were driving so close to me on purpose and throwing their hands up..so i made pulled over slowly and then instead of them going around me they decided to pull up right next to me and scream. so...i turned down a bunch of side streets and they followed me at over 40 mph...until they gave up. what was i to do in a situation like this? i was about to just drive to the police station. ??