You can sue for abuse of process. In most states the elements are that they initiated a suit without probable cause (knowing most retails were not subject to the fraud claims etc.) for an improper purpose (to manipulate you into giving up your shares rather than obtaining a ruling by the court).
You can sue in your state since they served the frivolous process in that state. You'll have to argue that sending the frivolous process constituted a contact with the forum state causing the harm in the state. But you don't need to say that in your complaint.
We often file in local small claims courts. Every state is different though. In Pennsylvania, they'd have to show up for the hearing in small claims court. If they do and you lose, you can appeal and file a real suit at that time. In California, lawyers aren't allowed in small claims court so that's fun.
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