Moving home with your fiancé(e) involves 3 governmental agencies – US Citizenship and Immigration Services, Dept. of State (DOS), and US Customs and Border Protection (CBP).
You must first file a Petition for Alien Fiancé(e) (Form I-129F), which leads to a K-1 nonimmigrant visa, AKA the "fiancé(e) visa".
The process can be made easier by talking to an immigration lawyer.