It all depends on what YOU want to do about this. If you just want to stop it, simply tell the guy not doing this anymore. Talking to you boss can go either way, depending on how big is your company and guidlines from the leagal guys from your company. Lastly, if you want to charge for sexual harassment you can always have a case ---- remember, you do not need any evidence in sexual harassment charges and there are many many examples. All you need is a list/record of his offensive comments or languages toward you in a sexually oriented or sexually degrading manner, based upon your own feeling/intepretation, not necessarily somebodyelse's.
I'm not a laywer. Those info are from my risk management training mannual by my employer's leagal department (they are sharks, trust me).