I have recently turned in a member of management for doing illegal things. When I told my supervisor I was told to let it be. I reported it to the area/district employees and to date nothing has been done. I can prove these things have taken place, I have all of the paperwork and video too. The member of management is conducting corporate financial fraud by creating false accounts and the company is reporting this information to Wall Street. Now some how the member of management knows I reported the incident and is retaliating against me. He has told many employees that he is "going to get me" and will be watching everything I do. Two employees have written statements about this to me. Now I feel I am working in a hostile environment. What can I do? Should I get a lawyer?

I would get a resume ready and find a new place to work.
Sorry but you went up against management and you lost. Obviously the higher up was part of it and you merely told part of the issue.

And what they will do is not fire you for this, they will check your application to see if they can find any error in it, they will watch your computer and internet usage and see if you violate any policy, They will watch the level of your work.
They will find real reasons to fire you, And what can you do, if you break real rules and that is why they fire you, what defense will you have.

And I wonder when it is these employees job threatened if they will say that they misunderstood what was said.

Sorry this is how real life works.

I was on staff at a major college here in Atlanta, and was witness to some serious racial discrimination. To be honest I was smart enough not to say a word but latter had to do a court depo when I was served.
Guess what, when a new manager came in, who was the first three employees to be fired from that department, yep, the two people with the law suit and myself.
But guess what, they found issues with each one of us, that allowed them to do it. Could not even find an attorney interested in doing the case since everyone was terminated for actual cause. It was obvious what happened, but no way to prove it.

So the day you turned it in, you should have realized your job was to end before long.

But yes hire an attorney if you have the money to do so.