In another video he dances to Little Lies by Fleetwood Mac because he claims British Health Secretary Matt Hancock conducted "yet another truthless press briefing".
But his videos have attracted the ire of right-leaning social media users.
On June 9, he wrote that one of his tweets had "united racists on twitter against me" but "offending the far-right means I'm doing something good".
"I have one message for you. I've dealt with far worse than you over the years you simply can't touch me," he said.
But in the three days since, he claims users have made threatening phone calls, posted his home address online and targeted his family.
"I've been made aware that my address has been posted among far-right groups with one aim to make my life hell," he wrote.
"I'm now having to consider moving house because I don't feel safe anymore. I just want to dance and make people smile that's all, please leave me and my family alone.
"I started my dancing because it gives me so much joy making a difference to people's lives and giving others hope.
"But it's not worth this constant abuse and threats there's simply no escaping from it anymore.
"I rather be safe and unhappy than face this it's just too much."
He said he was reporting the matter to police.
In a tearful video posted on Thursday evening, James declared he was leaving the platform because "I just can't do this anymore".
"It's just not worth it. I really appreciate the nice things people say to me but I just can't do this anymore.
"I can take it, I can – erm, well I am used to it. You know, death threats every week and people tell me, 'Oh, we're gonna rape you, we're gonna kill you. Ha ha.' That's OK, I can deal with it.
"But when it comes to my real wife. And messaging my family and friends. And listening to people who ring me and say, 'Why are they saying these horrible things about you?' And they're getting upset, which makes me upset. It's just too much.
"Thank you for the good times and thank you for being kind to me. Keep up the good fight. I'm too weak, I can't do it."
Some of James' 24,000 followers urged him: "Don't let them win."
"You're worth a million of them. Take a break, contact someone you can talk to and take a look at all the love and support you've got," one user wrote.
British journalist James Owen, a columnist for The Guardian who identifies as one of James' fans, wrote: "Just want to say you seem like a really wonderful and caring guy, I've always really enjoyed your videos and twitter account, the people targeting you are scum, if there's anything I can do let me know."
