out of his office sees me in the hallway and begins yelling at me as to why Legal didn't have the EIN.  I was 2 months into this job, a transfer from another office.  In my presence, he had gotten in shouting matches with others in meetings.  In that hallway I suggested that he talk to me like a human being and not get angry over simple issues.  Afterward, his secretary told me that he holds grudges. 

I called my former boss and asked his advice.  My former boss and my current boss both reported to the same guy.  Current boss later went to his boss and blamed me for something that hadn't occurred and suggested my termination.  That boss had been tipped off by my former boss.  Current boss got walking papers.

I survived because I had an internal source to run interference for me.  You may not have that.  If not, you may want to go to HR and indicate that you have a manager with anger issues and are concerned.  Ask them how you should proceed.  

Other things to consider:

A.  Is your boss a rain maker?  If so, your employer will allow the guy to get away with things not afforded others.  You may want to learn all you can and then leave. 

B.  Is your boss an owner?  They get away with whatever they want. 

C.  How does your boss's boss feel about him?  If loved, your screwed. 

Finally, I worked in the Oracle tax dept for 11 years and the dept was such a tough place to work that they found it difficult to recruit on the west coast.  The fact that I survived so long gave me some street cred.  You may want to hang out for a while, prove your worth, then move on.  Whatever you do, I would talk with HR either now or on your way out.