Firstly, and most importantly, study this website to learn and understand all the characteristics and methods of a bully.
Start noting down details of every the incident - time, date, location, subject matter, persons involved and the outcome. This information will help substantiate your claim and help a professional analyse the bully's methods and characteristics.
Contact a superior, of higher position than the bully.
If the bully is the highest, then contact an external person or organisation for advice.
Do not at any time approach your Human Resources (HR) Department. They are not there for you. They work for your employer. They will work against you every time. More often than not, the HR personnel will make you run a gauntlet of obstacles, and just like the bully, wear you down to the point of exhaustion until you give up.
Do not internalise your pain and suffering. Discuss it with friends and family and then a professional. Social support from friends and family is essential to minimise stress, anxiety, depression,
There should be a help line available in most cities.
Workplace representatives are often helpful in supporting victims of unsafe and unhealthy workplace environments. Workplace well-being has become the focus of Governments and Organisations in the western world. In Australia, State Governments have adopted the national Work, Health and Safety Regulations (previously called Occupational, Health and Safety Regulations) to give all employees rights and protection against breaches of the Act.
For those who are not employees in Australia, there is no legislation to assist you, except in the State of Victoria where the Crimes Act 1958 was extended to include bullying and stalking.