Family Law Questions? Ask a Family Lawyer Online.
Yes this would be considered grounds for an annulment on two counts. One is fraud and the other is he could not marry you if he was already married. You can contact your local court clerk who can help you with the forms necessary for filing if you cannot afford an attorney to help you.
While you could file in your current state it is more complicated. The easiest route is to file in the state you were married. You should also notify USCIS about this.