What do I do move with my son from Illinois to Kentucky?

We were never married. My son's father, my ex, was very verbally and physically abusive to me during our time together. My son is almost a year old, and my ex has been moved out for 4 months. He still threatens my life, and most recently has assured me that if anything were to happen to me he would be raising our son himself. He lies, cheats, womanizes, steals, does drugs, has untreated mental issues - and I'm now scared for not only my well being but the well being of my son and am considering moving close to my sister in Kentucky for a better life away from him. As it is now, the father rarely sees my son, maybe an hour or two every two to three weeks, sees different women all the time, and has never once taken my son, all visits have been supervised by myself. We have no order currently in place. I have NO idea what to do, but I need to get away fast. My lease is up in less than 2 months and I would need to plan the move then.