As many in this list have said get a lawyer. File for a restraining order.
As for the police find the most local jurisdiction you can, not the state police. If you don't know, call the County Police. They will be able to tell you in short order if they have jurisdiction and if not who does, and give you the phone number.
As for messing with the mail box, CALL the local post office or go down there and ask to talk to the local post master. He/she is the person in charge. Filing an on line complaint is likely worthless.
The protective order is another tool to help get involvement. If that order is violated it is usually a separate criminal case. You can also file something called a Rule to Show Cause if it is violated and enforce the order yourself. That judge would have the authority to throw the violator in jail. It is a lengthy process sometimes, but you have to show these jerk neighbors that you are not going to back down.
Walking over there and shooting their dogs is the last thing you want to do. If you find them on your own property that is a different story if they are harassing you, your family or your livestock.