By uncomfortable, I'm unclear whether you believe your health/safety was in immediate jeopardy, your civil rights, or both. (Examples might include severe alleged harassment or threatened workplace violence.)
Here are several options that many people in your situation consider, along with their pros/cons:
1) If you simply don't show back up to work for three days no call/no show, usually companies consider this job abandonment, and it may be recorded as a discharge -- not good for your employment record, if this at all worries you. It may be hard to get unemployment, too, should you need it, and if you then try to file a complaint with a government agency such as the EEOC or state human rights board, they may very well deny it because you didn't go through the company's internal complaint channels. (This will depend on the circumstances of your case). Also, the company has no idea this happened, the person faces no consequences, and s/he can do this to others. Do you want them to get by with this behavior?
2) If you're worried about your immediate safety (such as a stalking situation), contact your local police first. Then contact your employer's HR department via phone or email to protect your employment status. Document all conversations. Also, notify your manager of your work absence so that you're covered from an employment standpoint; you don't have to provide details. Work with HR on call-in procedures and workplace logistics until the matter is investigated and remedied, particularly if the boss is involved. Your safety should be pre-eminent.
3) If you see a psychologist, licensed clinical social worker, psychiatrist, or even a family doctor, you could go out on a stress-related leave (short-term disability leave). Depending on your eligibility and what your employee benefits are, that could be up to six months. This option delays dealing with the conflict, but it gives you time to consider your next move. It also preserves your employment status with the company, takes you out of the situation long enough to de-traumatize, allows you the time to search for another job if that's what your decision is, and keeps some income coming in. You don't necessarily have to ever return to the job. You could quit when you get a final return-to-work date. Again, however, unless you report the issue, the company has no idea this happened and the person can do this to others. They probably have done it to others before you, right?
4) If you feel that the situation is severe and you can never return under any circumstances whatsoever, you could consult a lawyer to advise you on your complaint or negotiate your separation from the company. Lawyers can often get results when employees cannot. However, they can be expensive. The longer you've been employed and/or the more egregious the situation is, the more a person might consider this option.
5) Contact HR and make a formal complaint. Tell them you are *afraid* for your safety and fearful of returning to work. State exactly why. Name names, give all the details, cite policies as needed. Some employees have successfully negotiated separation agreements without an attorney (in which you get paid to go away but you have to keep your mouth shut about it). The alternative is that who knows? ... An investigation could result in the person who did this being fired.
6) If you don't have much invested in the job and don't want to deal with the matter extensively, simply walk away and at some point of your choosing write a letter detailing exactly why you had to walk away from your job. You might send it certified mail to the attention of the top executive, if this is your choice. Be prepared for a company representative to perhaps contact you, to hear nothing, or to receive a letter in return from the HR or legal department. You may never know how the matter was resolved. Alternatively, you could send the letter anonymously, but it would likely lend less credibility.