Someone said that Moses was a mass murderer having killed thousands of of his own people out of anger and frustration. Where in the Bible does it state this, if anywhere?
It doesn't and he didn't.
It does say he killed A man. And murder is murder whether you kill one or a thousand, so he was a murderer.
Exodus 2:12 (ESV)
12 He looked this way and that, and seeing no one, he struck down the Egyptian and hid him in the sand.
In my experience, the accusation of 'mass-murder' usually stems from a gross misinterpretation of the Exodus story caused by the presupposition that God was not involved.
If you rule out supernatural intervention, the plague episodes and the Red Sea drownings become folk tales. While nobody expects all the details of such legends to be real, they do assume such tales were based of a 'kernel of truth', and in this case that must have been a temperamental, vindictive and cruel Moses who terrorized the Egyptians in order to achieve his own political ends. It's amazing how twisted a story Exodus becomes if you do not assign God the role he claims for himself in the narrative.
This might be the instance referred to:
Exodus 32:25-28 (NASB)
Now when Moses saw that the people were out of control—for Aaron had let them get out of control to be a derision among their enemies—then Moses stood in the gate of the camp, and said, “Whoever is for the LORD, come to me!” And all the sons of Levi gathered together to him. He said to them, “Thus says the LORD, the God of Israel, ‘Every man of you put his sword upon his thigh, and go back and forth from gate to gate in the camp, and kill every man his brother, and every man his friend, and every man his neighbor.’ ” So the sons of Levi did as Moses instructed, and about three thousand men of the people fell that day.
This could hardly be described as him killing people out of anger and frustration, though. The punishment for idolatry was (to be) execution. God himself considered their actions worthy of death, just before Moses came down the mountain:
Exodus 32:9-10 (NASB)
"I have seen these people," the LORD said to Moses, "and they are a stiff-necked people. Now leave me alone so that my anger may burn against them and that I may destroy them."
After Moses asks God not to destroy the entire nation, he comes down the mountain and witnesses first-hand what they are doing. When Moses gives the command for those loyal to the LORD to start killing people, he even says that it is God's command: "Thus says the LORD." The deaths of these thousands come at the command of God, not from Moses, the man who just prior to this had pleaded with God not to destroy the entire nation.
As for being a "mass murderer," we would need to settle on a specific definition for me to make a specific defense. Generally, though, to be a mass murderer, one would have to have committed murder (which, by definition, is an unjustified killing), and none of these incidents could be described as killing people without justification. There's also the matter of Moses' actions being directed by God, who is a good judge regarding guilt and innocence.
The text doesn't provide us with any evidence to support the claim that Moses was any sort of mass murderer.
Moses first killed a Egypt soldier, then by Exodus 32:27–28 killed 3000 men, then he and Aaron have killed two hundred and fifty men related with Korach. In total written 3251 kills by Moses. Then Numbers 31:14-18 it is not documented how many children and woman killed Moses. Then the genocide of 60 cities, Deuteronomy 3:2-7. And of course, first born babies Exodus 11:4