My direct supervisor has repeatedly performed actions that go against conduct of the company and of the state laws. I brought this to the attention of his boss in hopes of covering for myself when and if he eventually gets caught. 

My direct supervisor's boss proceeded to tell my direct supervisor, and by extension the rest of the department, everything I had said.

I am being greeted with nothing but negativity and am being treated unfairly (have more tasks assigned to me that I can handle, negative repercussions for not completing these large requests, etc.) 

What, if anything, am I able to do in this situation? I'd rather not leave because I have nothing to fall back on at the moment. I have tried contacting HR, but I need to have an appointment set up through the boss because the HR department does not have a location in our building. They only respond by appointment. 

I live in the United States. More specifically the commonwealth of Pennsylvania.