Well first off i would drop him off on the nearest corner. It's not very good that he doesn't have his green card, and got another woman pregnant. This tells me that he doesn't love you and is seeking his pleasures else where. Then I would go and contact the authorities and have him deported. He shouldn't be there if he can't stay in his marriage and look after you like he should. He obviously was in it for the sex and nothing else. Sure he may have said that he loved you and that you were the only one, but he just wanted what you had, and he got it. Now that he has it he wants something that you can't give so he moved on.
i am very sorry that this has happened to you and i know how it feels. the same thing happened to me (but he wasn't illegal, or with out a green card). He left for my best Friend, and expected me to go on as normal. It's not right and it hurts, but you have to do what is right for you physically. Mentally you may not be sound, but you will heal with time.
the best of luck,