I'm upset that my fiancee is getting drunk tonight
Getting drunk is not fun for others who stay sober. Is there any way to stop him?
He will be with his guys and I will be all alone.
That is not fair or fun for you. I would probably tell him to stop otherwise threaten to break up with him. You're supposed to be his main attraction and not his friends and booze.
I need him at home to keep me warm.
Yes you do. He is much needed for your happiness I can see that. Drunkeness can only lead to bad things, it could make him do horrible things as well.