I feel violated 😖

I met this guy somewhat through work, he was hanging around my work (a university) for a conference and was from out of town. He asked me if I wanted to go for a drink with him on the weekend because he didn't know anyone here, and I said yes because I didn't have anything else to do and he seemed like a really nice guy. Fast forward to the weekend we have a great time, he is really nice and smart and easy to talk to, we end up sleeping together. I don't usually sleep with people I'm not dating but I've been really depressed lately and thought it would be a distraction. We slept together a second time a couple days later, right before he left to go back home. Anyway I just found out almost EVERYTHING he told me was a lie. He gave me a fake name, he told me he was 26 when he is really around 36, he lied about his job and where he lived. I just feel so fucked up about the whole thing ☹️☹️☹️☹️☹️☹️ 
Has this ever happened to anyone? Should I text him and tell him I know? What if he's married or something and that's why he lied. 
EDIT: HE IS MARRIED. I kept googling and found an online wedding registry from 2012 😭😭