Hmm, rather difficult. How about finding out whether others feel the same about their safety? If you are more than one person, there might be a chance that he can't pin it down on you.
As I see it at the moment only you were sort of "out of the situation", i.e. you were not involved and thus it can only be you who gasses on him (logic isn't quite right, because the others might just think it was a bit much too, but I am trying to think as "him")
So this would mean you would have to wait for another incident, maybe not quite as bad and then report him, citing "all the bad deeds".
I would at least keep a note of when what happened, so that you can name these incidents exactly by date and time and people involved.