How Can We Get Married

I was wondering how my boyfriend and I can get married... We have kids together but hes here illegal... How can we go about this and what can we do with out him having to go back to Mexico first and get a boyfriend/girlfriend visa... I know with this we have to show proof we were in contact the whole time he was in Mexico and then showing if he came here how I supported him with out him working... Or at least thats what my cousin had to do to get her husband here... But we can't have him going back because he's helping with our kids and I can't do it on my own....

You can get married in any state where you meet the residency requirements and they don't require proof of legal status to get a marriage license. Or you can marry in Mexico. But marrying him won't give him status. If his unlawful presence is known or becomes known to U.S. authorities, he'll have to deal with the resulting period of ineligibility to enter the U.S. It's possible, but not particularly likely, to get that waived. Talk to an immigration lawyer.