Answers (3)
It's never easy being bullied. The same thing happened to me at one point. What I suggest is that you should act like the bully doesn't scare you at all. If he calls your name just keep walking. That worked for me and eventually he should get bored of no reaction and move on.
Bullies are people too, and so not one answer will fit every situation. For example, if the bully is your boss, I'd suggest moving to another department or company if possible. If the bully is your spouse, get a divorce asap. It will not get better and may lead to physical violence.