Work place bullying is a common phenomenon. I have experienced it and most people I know have experienced it at some point or another. A lot depends on who is bullying you. Is this person a co-worker or a boss? Do you work with them daily or just once in a while? Most workplace have been worked in have some sort of workplace code of conduct. Often this is not enforced or inconsistently enforced.

You should also have a representative that you can consult. So you should have options, it all depends on your workplace. You shouldn't have to work in an environment where you are uncomfortable nor should you be forced to leave either.

Truth be told it is difficult to offer any advice until you explain your exact circumstances. I am not sure if this has been of any help but I hope you can resolve your situation.