My relationship has me in crisis

[PaganMoonGlow]

I've been with my fiancé for almost two years. From the beginning he hasn't trusted me and he showed this by texting and calling me at all hours when he was awake. He has always constantly checked up on me and asked what I'm doing and who I'm talking to and just everything. Last summer (2010) I was seeking closure with a few former potential relationships and things got somewhat personal in the conversations. My fiancé decided to go through my history and read them or look over my shoulder while I was typing to them and got all pissed off because he swore I was going behind his back and put words in my mouth saying that I was trying to leave him for them. This was JUST after we'd gotten engaged and I didn't want to enter a marriage with any leftover feelings for anyone else. I tried to explain this to him, but to this day he holds it over my head as indiscretions against him.
All of this year, he's been extremely distant. I miscarried in January and he's never shown one ounce of emotion about it. He won't even acknowledge my feelings about it most of the time. He's been watching me like a hawk waiting for me to make a wrong move and if I say or do ANYTHING that he can even slightly misconstrue as an indiscretion, he blows up at me and throws it in my face.
I'm only allowed to have the friends he approves of. I'm allowed to talk to certain people and not others. I'm only allowed to do this or do that. I have to clean up after him and cook for him (which I usually make him do anyway, but I clean up after him). He's started raising his voice to me when we get into fights which are always him twisting something I've said or done.
I suffer from an eating disorder and he knows this. I relapsed after my miscarriage. I weighed 138 at the time which was a healthy BMI. I got down to 120 and he finally said, "well, as long as you don't go below 110 or get sick." I hit 105 and told him and he says, "wow, babe. Your weight loss is going great! You look amazing! Keep it up, just don't get all boney and sick-looking."

He insists that everything he does is my fault. That I did something to deserve it.

About a month ago I did cheat on him, the first time I've ever cheated in my 22 1/2 years of life. The only time I will ever cheat. I felt completely emotionally cut off from even myself. I was my twin sister's house (we aren't blood twins, but soul twins) and I slept with her fiancé (with her permission.. it's an open relationship). He and I had dated in the past and there were always feelings left over no matter how much we both sought closure. One thing led to another and we slept together. I ended up telling my fiancé and he's still holding this over my head. He wouldn't let me talk to my twin since it happened until yesterday when she and her fiancé cornered him and basically made him look at how he treated me and how he's the reason I cheated.
I just don't even know if I want to stay in a relationship with him or go live with my twin and her family. They don't care what I do or who I hang out with or whatever as long as I'm being treated right and I'm happy and healthy. My fiancé just wants himself to be treated right and be happy. Why he moved in with me in the first place I'll never know unless it was just to keep a shorter leash on me.
I don't know what to do. Help?  

[PaganMoonGlow]

Edit: Alright so my twin, Alice, has decided that she and her fiancé are coming to get me in a couple of weeks. Only that long because I have doctor's appointments I can't miss on the 24th and 27th. They're coming the 28th, which is a Friday so chances are that my mom will be at work. She has a history of verbal abuse and, when I was a teenager, physical abuse. I know she's going to flip out and I expect it when I tell her, but it's my fiancé I'm scared of telling. I don't know if he'll be angry or sad or manipulative or what and I don't know how to brace myself. I'll have Alice on Skype ready to call the police or intervene as necessary, though. I'm just terrified of leaving, as is everyone who's abused. I know I've been in and gotten out of abusive relationships before, but I never lived with them and it never meant getting away from my abusive mother as well. I'm scared. Help?  

[Cognitohazard]

The relationship between you and your fiancee doesn't sound very healthy. I recommend ending it as soon as possible, that's what I would do. I think there's people that you can call for help with this, too. I'm no expert, but I hope this helps.