You want a good advice? RUN FOR YOUR LIFE, and I mean, your life, before you get sick because of this crazy bastard. Don't sacrifice yourself for his sake. Don't make the same mistake my mother did. She couldn't leave me with my OCD (a beloved, only child), and now she's dead from the cancer she got at that time. Mind you, for me it started just the same - obsession with a soap opera and its actors. Those crazy, sick XXXX like your husband and I, who are afraid of reality and hide in fantasies like cowards, live to a 100, while their most loving, amazing people die. I'm a waste anyway, but my mother could have lighted up the world for another 50 yrs.
Moreover, he seems to have a MUCH BIGGER ISSUE than I did. If, for me, those were childish fantasies, he sounds like he might have schizophrenia or something of that kind, which requires his hospitalization for his own safety, not mentioning you and your kids. The best way for you to get rid of him without pangs of remorse afterwards - lock him away in an institution - he'll be fully waited on hand and foot there, and finally get into that wonderful, cozy coccoon he's striving towards. Maybe then you'd have a final chance for a good life.
P.S. Please tell me if you get cancer someday - it will finally settle my doubts "did I or didn't I" drive my mom to her grave, and serve as a lesson to other poor families, who never know what they might have done to deserve that grief. (Sorry, I need to vent too - it's only been a month since I lost my mother, I'm very young and taking it really hard)