I am in a similar quandary, but the offending individual is my employer so I just keep my mouth closed.
It is sort of like that here. There is no HR dept. I don't really have anyone to go to.
"I don't appreciate your comments, and it makes me hate coming in to work." I tried to be nice and they would always claim everything was a joke.
This was my situation as of three weeks ago... and I left my job because of it. Generally, you don't receive unemployment if you quit but I had several pages of my boss' racist comments written down,complete with dates,times, etc. I had zero issues when I filed for unemployment.
Good for you! That's awesome.