Obviously it couldn't be put on the list, because it's in foreign language, but IMO the best threat ever comes definitely from the Polish movie 'Sara'
Translation:
- You're dead.
- I beg you, don't shoot.
- You're dead, and I'll be the one to decide when it will happen.
- But not today, okay?
- If you'll even think about hurting the girl, I'll find you and kill you. There's no such force on the Earth which would stop me from it, you understand?
- Yes.
- No... You don't understand... If the girl will trip and fall down on the street, breaking her leg - you're dead. If she'll get pneumonia - I'll kill you for it. You can shoot to everyone in this country, but she's saint.
- Fine...
- NOT fine... I'll also kill your wife, and your sister, and her kids too. And then, I'll slit your mother's throat. She lives in Płock, doesn't she?
- But mommy never did anything to you...
...
- The driver is in the trunk...
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All time Polish classic scene. Especially the delivery of the threat is just awesome