Threaten By Scammer

I received threaten by scammer that I had reported him on scam list which I did not. This is due I did not respond for the payment of package of jeweleries that he said he sent me:

ATTENTION!!!
YOU THINK YOU ARE SMART RIGHT BUT I WILL TELL YOU AND SHOW YOU THAT I AM SMARTER THAN YOU ARE.YOU WENT AHEAD TO PUT MY NAME IN THE SCAM LIST RIGHT,,,,,BUT REMEMBER I HAVE YOUR ADDRESS BOTH HOME AND OFFICE AND EVERY LITTLE DETAILS ABOUT YOU xxxxxxxxx.I HAVE BEEN IN THE MALAYSIA FOR QUIT SOME TIME NOW AND I KNOW WHAT IS ILLEGAL IN YOUR COUNTRY COS I AM INTO ILLEGAL BUSINESS FOR A QUIT A LONG TIME NOW(COCAINE BUSINESS)xxxxxxx I WANT TO PAY YOU BACK FOR PUTTING MY NAME IN SCAM LIST RIGHT,,,,,,I COULD SET YOU UP SO I CAN LOSE THAT YOUR LITTLE JOB YOU HAVE BY JUST SENDING YOU SOME QUANTITIES OF COCAINE AND AS WELL SET YOU UP ON THAT xxxxxx AND I WILL MAKE SURE YOU GO DOWN SINCE YOU WANT IT THAT WAY,,,,COS I REALLY KNOW WHAT AND WHERE TO TRACK YOU DOWN,,,,,

Please Help Me.

Thank You

This is another typical scammer tactic. These scammers are lying cowards, who make threats they don't have the courage to follow up on.

You can take the email he sent to the police if it makes you more comfortable to do so. The important thing is to not respond to him. Just cut him off completely. Block his email address, phone numbers, messenger, etc. If he can't reach you, he can't threaten you.

Scammers are only interested in your money. In the unlikely event he has some drugs, it's for personal use or for sale.
And sending someone he planned to frame, an email proving your innocence would be stupid, wouldn't it? Keep it if you don't take it to the police, but I don't believe for a moment that it will happen.
Did the email show your email address? if not, he will have sent the email to a batch of his "customers", not knowing who reported him to an anti-scam site.
This does show the importance of our advice here viewtopic.php?f=1&t=8186. Only sign up here anonymously.