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Some times we may receive threataning emails from some unknown sources asking about some info etc..

It is interrelated to scam. We can follow similar process like scam reporting etc. 
Some IDP's or portals have the reporting ex:comcast
Comcast Threat/scam reporting

You can check with your ISP' support securty team for reporting details.

Scam busters list of recent scams
Scam busters
scam.com Report scams
check the email is scam or not

Some email programs providing scam filter, and some browsers providing scam/phishing filters

about scam filter in thunderbird
firefox phishing protection
Internet Explorer Phishing filter
Microsoft Phishing filter FAQ

Read the related abuse articles at the following URLs.

spamming spoofing scam fraud threat virus hacking spyware copywright pronography