in the management chain the abuser is, the less likely HR will take action. The company has probably tacitly accepted his behavior for years, but when multiple complaints are on file, HR may decide that it is in the company's best interest to deal with the abuser. If there are witnesses to the abuse, talk to them about corroborating your account.
Bring a tape recorder to your next meeting. Don't hide it. (That could lead to some other problems.) Be quite open, put the recorder on the desk and say "I'm going to record our conversation, so I don't have to rely on my memory to recall all the important things you have to say." Start the recorder. This reduces the chance that your manager will yell. And if she does, it's on tape.
Threats of physical harm, retribution, and personal attacks are over the line. Verbal abuse is never acceptable. People who cannot manage themselves should not manage others. No ifs, ands, or buts. No excuses. End of discussion.
Sometimes the HR department isn't willing to take any action. Consider what you are willing to live with, and start examining your options for another position, in or out of the company. State your reasons for leaving in the exit interview.
There's more hope for managers who aren't out of control. Start with the most generous interpretation and the smallest intervention.
Assume your manager isn't aware that he's yelling. Comment on the yelling and the effect it's having on you. In a calm voice say, "What you have to say is important to me, but I can't hear you when you're yelling." This may be enough to jolt the yeller into awareness.
A manager who continues to yell may be a Theory X Manager. You probably won't change his mind, but you might change his behavior. State again that it's important that you hear what he has to say, but right now you can't because of his yelling. State that you will reschedule the meeting for later in the day, and then leave the room. When you meet again, tell him the effect that his yelling has on you. Request that meetings and conversations take place in a normal tone of voice. If that fails, consider bringing a tape recorder to meetings, and contact HR.
Employees have a right to be treated with respect and dignity in the workplace. Like most bullies, many mega-decibel managers cease and desist when faced with resistance. When you encounter an abusive manager, hold on to your self-esteem, take action, and decide whether the paycheck is worth the price.