Who polices the police? The city police in my town are crooked. Who do I give my evidence to? FBI?

Attorney General? Department of Justice? Local Sheriff? I could get killed if I give it to the wrong agency. For example, partners in crime. It is scary living in a town of renegade gangsters, paid to serve and protect, yet they will allow their confidential informants to freely commit crimes. These police reek of corruption. The intention is to legally stop them.