I'm in America, and while it's true that stalking cases often aren't handled the way they should, we've come leaps and bounds since the 70s and 80s in regards to the police taking stalking seriously. In fact, the Stalking Awareness nonprofit organization SPARC recommends contacting police as one of the first things you should do. And certain states have extremely robust stalking laws, like California.
Ah yea, that bothers me too!