Co-worker approached me today and

[MarcieM]

No, that's why he must be reported!
For more than a century, people have been repressed by the fear that someone would "get back at them later" -- that some "anonymous people" might come by and throw rocks at their windows or toss a lit brand at their house or put up a flaming cross or slash their tires or so on. Keeping quiet out of fear that this might be such a person gives the other person power: nothing is accomplished except to continue to live in the fear that the person will do it again whenever they choose and that "nothing can be done about it" because they might stalk you or attack you. The battle for freedom is won by turning light on people's actions, not allowing oneself to be intimidated by what the other person might do.

The "battle for freedom" won't mean a thing if some maniac pumps a few slugs from his 9mm into you. I say reporting this person involves risk. If you're willing to take that risk, report him. If not, I'd say pretend like he doesn't exist.