Is it possible for him to get divorced, go to Mexico, marry him and apply for a visa there or file for a fiancé visa for him here?

Generally, a foreign national who is married, obtains a legal divorce, travels to Mexico, and becomes married there to a U.S. citizen or Permanent Resident can succeed with a marriage-based immigration application. If the petitioner is a U.S. citizen, then obtaining a K1 fianc? visa in order to travel to the U.S. and become married in the U.S. may be an option (that option is not available if the petitioner is a Permanent Resident rather than a U.S. citizen). Of course, there are many other details that impact immigration eligibility. There really is no substitute for you and your boyfriend consulting with an immigration attorney who, after learning all of the relevant facts, would be able to advise about immigration-related eligibilities, options and strategies and would be able to offer legal representation in the often quite complex application process.