Armed Blowfish claims to have received a series of threatening emails from an anonymous Wikipedian, in what seems to be a sloppy and worrying vigilante action.
Threats should be reported to the police, and the police can take the appropriate action. I'm sure the WMF will cooperate with any appropriately made requests for information, that's the only action they need to take. I don't think we should take it upon ourselves to investigate the matter - investigations of criminal acts should be left to the appropriate authorities.