I find two conflicting statements:
1)
I've broken up with him so many times, however, I get very upset and always go back to him. and
2)
I broke up with him, he knew this time it was serious. Now he's threatening to kill himself, I'm very upset I'm in this scenario to begin with. I mean, did he say he'll kill himself all the other times you broke up with him?
Honestly, just move on and yes it's all about you, my dear. Why make yourself responsible for him? You are looking for what he's not giving to you, is there really much to think about? Are you trying to nurture what you want out of him?
I would quietly move on, he doesn't have to know it's a break up if he's threatening to kill himself (hell if I were you, I would even call his parents and tell them of his threats

let them deal with his mental health ), I would just get distant too, make excuses for why you cannot come up and see him, you can temporarily block/close your Facebook account and just say you are busy, sooner or later, he'll get the point.
Aries can get the point quickly.
Impresswho makes some fine points.