My dog was stolen and I can prove her whereabouts and that she's mine what do I do to get her back?

I live in Tennessee. My dog Rain was stolen on September 22nd. I posted her picture and details on Facebook to warn friends and family to keep there eyes open. I even went to my local animal shelter. I finally had confirmation on her whereabouts so I went to talk with them. He admitted to taking her and that she was there, but he told me I wasn't getting my dog back. It then got verbal and I've had threats since then. What do I do, and how do I get her back? :(