Here's my advice, for what it's worth. Some of it is similar to what the others said.
DOCUMENT everything that happens. Dates, times, witnesses, etc. Also document all of your attempts to correct the situation, including who you talked to (university-wise), and their comments. If they can, have them provide you with their decision (i.e. room change denials) in writing. Keep it all. (One thing I've learned is that if you have absolutely everything documented, including info from THEM, it drives a political hierarchy system crazy!! And it eventually reveals how they are avoiding dealing with your problem.)
Start with housing, work your way up the chain in that office. Use the ombudsmen/arbitrator as well. Also, check with the Counseling Center, see what they can do. If she continues to scream and possibly threaten you, then the University HAS to respond. They may require her to go to the counseling center, etc. Is there an advisor that really likes you that will go to bat for you? Get them involved as well in making the right people listen.
LOCK YOUR DOOR!!!! Can't say that loud enough. BUT, be aware that the instant she destroys ANY of your property, you have the right to file a police report with your University police (you probably have enough already to file harrassment or threatening charges). If the University ignores a situation such as that, then they are making themselves liable for your safety, which the lawyers won't like. It's all about the documentation.
**Disclaimer: I only know one side of the situation, I haven't spoken personally with any of you, therefore this is a very subjective opinion.**
As far as handling her personally, what is your reaction when she screams at you? People like this seem to get all of their energy and pleasure from drama and chaos. If there is no chaos going on, they don't know how to handle the world. It makes them scared and nervous, so they have to stir up something to feel comfortable. One way to handle them when they are in a rage is to stand very quietly and silently make eye contact (unless she's about to hit you!

). Say things like "Uh huh, so you really feel that way, etc". Don't try to argue back or reason with her. Keep a very calm demeanor, (you can cuss her under your breath later) Eventually she will wind herself down, or get so mad that you aren't responding that she will just shut up and leave because you aren't giving her what she wants. . .chaos and drama. Do it long enough, and she will eventually just find another target entirely. (Plus it keeps your nose clean if things go to arbitration, etc.)
Well, I could keep going on and on, but I won't. You can PM me if needed!!
Good Luck!!!