Call a domestic volience hotline, they can help you. As mention in couple other post, start taking money out and hiding it, and remove items and putting it somewhere (if possible) that he can't find (like storage). When you do leave take the kids with you, and then call your probation officer.
I also recommend reading "Why Does He Do That? Inside the Minds of Controlling and Angry Men" by Lundy Bancroft. I'm sure you have notice that this has been esculating and it will only continue. He probably learned it from his father, and that is why his sister is helping him in controlling you.
Remember that while it is hard and scary to leave, it is worse to stay. Listen to many of the stories on this board, the person abuse is so much happier once away then while in the relationship. Oh, document everything, start keeping a journal, if possible get copies of fiances.