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What state are you in?
Bigamy is a criminal offense under the law of the Bahamas, and actually can result in a 7 year jail sentence. Here's a link that outlines the law: http://cits.uga.edu/programs/legislation/bahamas/bs_penal.pdf (see page 221).
You can contact the local law enforcement and report the crime. You can also contact the prosecuting attorney and ask for help with filing charges against him and having him prosecuted for the offense.