Your fiancee was brought to the US illegally buy his parents when he was 8yrs old He was here ever since and now you have two kids together he just recently returned to Mexico since he is 18 you are p?
Your question seems to have gotten cut off, but:
Your kids are safe. Born in the USA means they can't be deported. You are safe because you're a citizen as well.
Your fiancee may be in trouble, depending on how he left the country. If he was forcefully evicted by INS, then the paperwork will quadrupple. If not, you just need to fill out some paperwork with the INS requesting immigration status for your fiancee. This will be under the condition that you get married within six months or he will lose his status.