This is something that, unfortunately, is not uncommon in retail. The core advice you're getting from almost everyone is correct: talk to your supervisor.
The following assumes you are in a major retail chain (or one that acts similarly to a major retail chain in terms of its organization). Small stores will of course have much less bureaucracy. This is based on my 5+ years past experience with one major national retail chain, but I imagine it will be similar at any major national chain.
When you do talk to your supervisor, you should:
- Construct a list of factual statements describing your situation. Specific statements, specific actions, and if possible specific dates/times these took place. For your supervisor to take action, he/she will need this information, in order to effectively convince the folks above (likely in the regional management layer) that this is something significant.
- If you feel sexually harassed (ie, he makes you feel uncomfortable in a sexual way, such as discussing your personal life despite requests not to), report it as sexual harassment using that phrase specifically. That's because this would then fall under your store's sexual harassment policy, which is typically much more clear and explicit in terms of what must occur after a report is made than if it were not sexual harassment. Racism and sexism is substantially less significant here, though certainly should be mentioned.
- Be prepared for your supervisor to, at least initially, not take any action. If you're not reporting sexual harassment, it's likely that any action taken would take a significant amount of time to bubble through the administrative chain. You will probably have to give it some time. If that's the case, ask your supervisor periodically - perhaps once a week - for an update on the matter.
- Encourage the other women in the department to make reports as well - don't depend on the supervisor to collect the reports. More reports makes it more likely upper management will take action.
- Ask your manager for a copy of your company's sexual harassment policies, and read them. They should lay out both what your company defines as sexual harassment, and what actions should be taken. This may help you better word your complaint, as well as better understand what will likely happen.
More than likely, if you do have a legitimate sexual harassment claim, the chain will act fairly quickly and either ban the man from the store or at least have a sit-down conversation with him the next time he's in the store.
If it's not considered (either by you, or by your management) to be sexual harassment, your supervisor should be able to help you out in the short term by doing a few things.
- Giving you tools for dealing with this kind of customer (ie, suggestions for how to handle him in a polite but firm manner, so he's less able to harass or intimidate you)
- Monitor any situation where the customer is in the store, both to gather evidence to present to upper management
- Take over and help the customer him/herself - any good supervisor should, at minimum, do this in my opinion.
If your supervisor can't really help even to this degree, consider talking to the store's general manager (assuming that's someone separate from this, if not, go up to the district/regional level), or another manager whom you feel comfortable with. They may have no better answers than your supervisor, but you can at least increase your visibility (and that of the other women in your department).
Above all else, remember that this is just a job, and it's not worth being humiliated or belittled. If you don't think your supervisor(s) are able to help you, and you still feel uncomfortable, I would start looking to find another job.