Whether they threaten to steal is irrelevant. It's the action that matters. If someone breaks into your house, you have the legal right to shoot them dead. Even if they were only stealing a 5 cent stick of gum. Perhaps it varies from state to state, but in Louisiana, the use of deadly force is legal if someone breaks into your home, is attempting to break into your home, or is carjacking you.

I don't believe it would be legal to kill someone simply because they verbally threatened you on the street. Now maybe if they stuck a gun in your face and threatened you...