When the boss crosses the line

I work as an assistant to eight people who all have extremely high demands and I've been successful at meeting these demands with no complaints. However, one of my bosses is a constant drain on me. It's not even work-related (although sometimes he questions whether I've done something in front of everyone). But a few instances he's really said some uncalled for things and most of the time it's when someone's not around.

He comes to my desk several times a day to complain about this client and that client. And, although I say I'm busy, he gets pissy, defensive and rude. If I say anything personal (which we all do when talk about our lives) it like comes back to haunt me, but if I keep quiet around my other bosses it's like I'm acting cold. Last week, I came into the office and was visibly upset about some things that were going on personally with one of my family members. Although I try to keep my personal life out of things, I couldn't control my emotions. He came over to my desk (despite one my co-workers telling me to leave alone) and starting going on about how people he knew who died of cancer and blah blah blah. So, the next day, I pulled him outside and said, "please don't ever say anything like that to me ever again. You crossed the line and we don't discuss my personal life. You are my superior and you crossed the line." Well, quite frankly, he heard me, but he didn't actually listen. He's still a jerk and doesn't get it. I've written down about five different instances of things he's said to me (if I wrote down everything the list would probably be a page long). I can't go to my supervisor because the one time I did say something about him that was work-related, it got back to him and then he acted like a complete baby for months because I "tattle-taled" on him. I could go on about specific examples, but really I just need some advice on how to deal with him.