How do I get a divorce or annullment?

You can possibly get an annulment; you can definitely get a divorce.

As for an annulment, since marriage is a social contract, both parties must knowingly consent to the marriage of their own free will.  The marriage may be annulled as void if either party consents as the result of duress, force, or fraud.

When fraud is alleged, the action must be brought within three years of the discovery of the fraud. It must be shown that the fraud would have deceived an ordinarily prudent person, and that the consent was given due to the fraud. I f the party alleging fraud failed to act prudently, the annulment will be denied.  If the parties cohabit after the time of duress or force, or after the discovery of the fraud, no annulment will be given, as the marriage will be deemed ratified. In order to prevail in an annulment the injured spouse must immediately cease cohabiting with the other party.

As for a divorce, even if he is now living out of the country you can get what is known as a "default divorce".  You can file on the grounds of abandonment (once he has been gone for a year or more).  An attorney in your area can more fully explain this; possibly other grounds may also apply.

As to keeping your husband out of the US, contact the immigration office where you had your interview.  They can more fully explain just how a situation like this is handled.