What should I do..

My fiance and I were at his Christmas party last night and it was open bar and he has a drinking problem and when he drinks he gets mean to me so I told him not to because our 5 month old son. Well of course he got hammered it was 11pm by the time I was so frustrated I said goodbye to everyone and said I needed to get my son to bed. His boss was apologizing to me profusely saying he didnt realize he would go this far and I just smiled and said it's okay. His wife gave me her number and told me to text her if I need anything, well i finally found him( he left to go to the gas station across the street) he comes stumbling over and i said it's time to go i need to get our son to bed. He wasn't happy saying he wasn't ready to leave and i looked at him mad and said well either you come or go but this is what happens when you have kids and he got pissed because he has a 10 year old from a previous relationship but even in that one his mom raised her because he was partying so anyway he stormed off. I started to cry and one of his coworkers saw me and told my guy to go home and to appreciate me for even letting him stay this late and taking care of our son while he has all the fun..well a few minutes later we are leaving and he immediately starts to raise his voice at me and I told him not in front of our son and he starts to scream at the top of his lungs telling me that he isnt yelling and he wasn't done hanging out with his friends. I started to cry and all the while my son who is 5 months was screaming bloody murder because he was extremely tired and his dad was screaming. So I told him I'm bringing him to his parents and got on the freeway and he then started to threaten me saying he was done and his family will hate me for involving them and then he took his seatbelt threatening that he is going to jump out as soon as I slow down and I was bawling begging him to put it in and he said no your going to just kill me and then he started to throw his fists into the dashboard (it's not my vehicle it's my mom's) and scream at the top of his lungs and telling me he's so done if I drop him off and kept getting in my face. I dropped him off at his parents and called his dad bawling saying I dropped him off because he is screaming at me in front of our son and I was going to accept it. So I got home missed a bunch of calls and texts telling me how done he is and how stupid I am and how he is walking home (it's like 25 miles away) and I freaked and told him to sober up and to stay there and we will talk in the morning. Well he decided to tell his boss that I dropped him off because his wife texts me saying so and I profusely apologized telling her I didnt want them involved but he involved them and then she told me I was a good mom for protecting my son and then said that he isnt walking home like he keeps telling me he told his boss he's at his parents, and while I'm texting her he's still telling me how he is going to get run over and it's all my fault and I'm a shitty person then said he isnt even drunk and had only 4 drinks which is the biggest lie. He had 4 drinks the first hour we got to the damn party. anyways he kept telling me that if I dont wake our son up to go pick him up he is done and mind you this was at 2 in the morning. I'm so tired and drained from his bullshit I dont know what to do. I dont want to be around him but I dont want to give up on my family.