I knew this because every day other legal experts and I answer questions with this same fact pattern, and because as a lawyer I know what is likely to happen at borders and what will not.
You are, unfortunately, a victim of an internet romance scam. Your fiance is actually a group of thieves hiding behind a picture of someone else and a profile, sitting at an internet cafe to hide his computer IP address and looking to steal money from you and others.
The scam is called "The Stranded Traveler." There are variations, but scams are pretty much scripted, so I'm sure you'll recognize elements of this when I tell you the pattern:
You meet a guy on a social networking or dating site and he falls in love with you at first sight.
He talks love, marriage, future and forever, before you can even meet in person.
He seems to be everything you always wanted in a man, and you can't believe your luck.
Typically, though not always, he claims to be a widower with a son or a daughter. Usually, he claims to have his own business. Most frequently he claims his job involves international traveling. Sometimes he claims he has a relative abroad and is waiting to collect an inheritance.
And lo and behold, before he can finally meet you, he tells you he must go abroad for work purposes or to help expedite his legacy, and he ends up typically in some country that's neither his nor yours.
Once there, Mr Perfect suddenly will turn into Mr. Needy, the world's unluckiest guy. He has the first of a series of emergencies for which only your money will do. The excuses are all lies, designed only to part you with your money. You can see a list of some of the tried and true excuses here, and you will find the arrest at customs among them:
This scam can come complete with phony documents, phony customs workers, phony lawyers and more. Romance scammers are adept at photoshopping and they create a lot of forged documents.
But no matter what you do, the emergencies keep on coming, and he never gets an inch closer to the plane to States.
Any time an online romance asks you for money before he can even meets you, he's a fraud. There's just no exception to that.
I know that this is not good news for you, and that you'd rather believe him than me. You'd be making a mistake however. So, feel free to upload photos of him or documents that he has sent you to this question thread and I'll be happy to look them over.
Once you're convinced that you are the target of a fraud, you need to report this to the FBI online at www.IC3.gov, which is their Internet Crime Complaint Center. There, the FBI is partnered with Interpol, who can distribute the information you give them to law enforcement agencies all over the world. All the same, nothing is likely to happen.