You could bring a sexual harassment complaint against him to the Equal Employment Opportunity Commission (EEOC): it is illegal harassment to treat an employee worse or differently because she wil not return a supervisor's romantic interest. Before bringing a complaint, you have to report the situation to higher-ups at work and give the employer a chance to look into and rectify the situation--but since you have already done that, if the employer has not and will not take action, you can now bring the complaint.