What to do when someone from work it's following you pretending to be driving in the same direction?

I work at this place where there are a lot of gossipers. I haven't tell them where I live at. One day one of the employees saw me going in the same direction as him and his wife, who happens to work at the same company different location. So they followed me home, they usually drive two cars away from me. I noticed him for a while but didn't care, cause I thought hey its a very common route to get to that area. He has done like 3 times, so now I thought this cant be a coincidence. Today, while I was driving home from work, he went a different path but ended up on the same street I usually drive to get home. After doing some stuff at home, I decided to leave and do some errands. After I took the main street to my house he and his wife where there, behind me again. I took a different path to get to the freeway. I was driving on the right lane and he on the left. I decided to change directions and make a right turn on a near street. He saw me turning to the right and he changed lanes from far left into far right and followed me on that street until we got to a stop sign. He decided not to go just right after me so he was a car behind. I made a left turn on the stop sign so did he. I kept going on the same street, when I was one street away from the freeway I grabbed my phone and called my dad to let him know this couple from work were following me. I got to the freeway but instead of going into the freeway I kept on the gateway. We drove for like 3 minutes and then they accelerated a little bit and they catch up with me, and then he passed me and the wife turned to see me. I said good bye with my hand but I don't know if she saw or pretended not to see me. This is getting weird, cause they want to know where I live and personal stuff they don't have to know, and since I don't tell them now they decided to followed me. Even the assistant manager asked me the other day, if I am living near the store now. I said not yet. I don't provide them with answers so now they are following me, but this is getting scary, can this actually be considered harassment and can I sue for this?