Harassment By An Ex Family Member

[SLS]

My question involves restraining orders in the State of: Massachusetts or New Hampshire.
I live in New Hampshire, the person harassing my family lives in Massachusetts. So I'm not sure which state I would be able to do something in?
This is my father in-law's ex-wife. So, not my husband's mother, just a woman he married ~ 7 years ago. It has been a messy divorce with money and infidelity on my father in-law's part.
When they married she worked at a coffee shop and had 3 kids from previous marriages(all older), my father in-law put them in a beautiful house and she stopped working, he paid for everything including a car for one of her children, cellphones for them, they were all taken care of. Now he did well by them but is not the most moral man and is also self-employed. Since the "other woman" and now the divorce proceedings started she has been calling myself, my husband, my sister in-law NON-STOP and leaving messages on all our cellphones, sometimes 6 within one day. When we answer the phone she just sits there and won't say anything BUT will always leave us messages if we don't pick up. On one occassion when I picked up the phone she said only "everyone is laughing at me now, but I am going to kill (my father in-law), his girlfriend, and then myself and then we'll all be laughing in heaven together" and then she hung up. She has even mentioned my two daughters, who are 3 & 4, and has said that she hopes they will have a miserable life and marry men that will cheat on them.
She has left even worse messages for my sister in law. It makes me very nervous considering her state of mind, she knows where we all live and the fact that she has mentioned my two toddlers amongst this, whom have nothing to do with it, is very unnerving. She says if we go to the police she will go to the IRS and try to ruin my father in-law's company.
Can someone tell me what I can do and how to do it? I really need help, this is creating so much unneeded stress and anxiety in my life, any input from anyone would be extremely appreciated.
Thank you

[cyjeff]

Go to the police.

[aardvarc]

The IRS is going to have very little interest in working with a person who is incarcerated for criminal threats or confined to a mental health institution for homicidal and suicidal tendency treatment. Call the police as suggested, and SAVE each and every message and voicemail - police will need them.