Colleague likes to slam the phone on me.?

Before taking action, you might want to evaluate WHY she does it. If she is just a rude person and does that to everyone, you may want to zip her an email - keep it short and sweet i.e. "I just wanted to confirm your request that I (whatever she requested of you) in writing per our phone conversation this morning. I want to make you aware that I am very put off by the tone of the phone conversations we have had and would like to see if we could possibly communicate via email. I have felt rushed, cut off and unable to communicate with enough detail to do my job properly when we talk, so this might work better for both of us. Please let me know if this will work for you. I'm sure we can work out a solution that is acceptable to both of us".
In that statement, you have professionally let her know that you aren't willing to take her crap any longer. Plus, you have it documented that there is an issue and that you have tried to tactfully resolve it in case a supervisor has to become involved. I don't believe in going to supervisors for something like this as the first course of action. If someone went to a supervisor about you, you'd be mad. Why would she feel any different? If she gets really confontational, remain calm, stand up straighter, maintain eye contact with her, say "excuse me" and walk away. If she gets nasty with you about the email, alert your supervisor that there is a problem, that you have tried to work it out & can't. Request a meeting so that the 3 of you can sit down and talk. Usually, rude people cave in and will back off after this kind of a meeting.
If you are the only one she treats like that, you need to evaluate your actions as well. It is clear that she is a very abrupt & short on the phone (always unacceptable regardless). Does she find it painful to call you? Do you get chatty or wordy on the phone with her? Sometimes if you adjust your style when you deal with someone who has a conflicting style, things will go better. Next time she calls (before the email), be prepared to ask only the absolutely necessary questions and make the only absolutely necessary comments. It is a different way of thinking - I call it "thinking in bullet points". If you can, when she is done - say, "thank you, goodbye!". In adjusting you style, remain calm, pleasant and professional. A lot of people would ask, "if she is the one who is rude, why do I have to make the effort and change the way I do things?". It's called rising above someone who is petty and small-minded in order to make things more comfortable for you at work.
I used to have a boss that I referred to as "Suzy Sunshine" - she was so chatty and wordy that I hated talking to her on the phone. Not because I'm mean, but because I was busier than hell and didn't have time for it. She told me that she found me to be abrupt on the phone (I was completely shocked), I told her that a lot of times I didn't have the time for all the discussion. I suggested that we go to lunch to "catch up". Problem solved.