What can I do about my abusive husband?

My husband and I have been married for 7 years and every single year things have gotten progressively worse between us. He is an alcoholic and recovering drug addict. He currently goes to the clinic once a day to get his dose of Suboxone. I am currently and have always paid for everything. Rent/mortgage, bills, groceries, and everything else. He occassionally gives me $40 here and there. Since I bought the house he has given me less than $300 total toward bills and we have been there over a year. His mom pays the majority of his child support and also his cell phone bill. I take care of everything with the house. I clean, do the laundry, and even mow the lawn. I don't do any drugs or drink. I go to work everyday and come straight home. I treat everyone with respect and mind my p's and q's. I am a very calm and unconfrontational person and would prefer to live my life without drama. I don't cheat and have never cheated. Even after all this I find my husband yelling, cussing, and calling me names almost on a daily basis and I have done nothing wrong. He even yells and cusses at me in front of his mom and son. On many occassions he has threatened to burn the house down and kill me. He swears up and down that I am cheating on him and he will go to my work and shoot everyone that walks out. He owns a hand gun and other rifles and knives. I have told him to leave the house before and move out but he refuses. I am afraid that if I take the next step toward divorce he will hurt or kill me or even burn the house down. He has threatened to take my puppy from me if I do kick him out. He has even said if I do divorce him that my family and I need to "watch our backs" because if he catches us out he will kill us because this is his town. His relationship with his son's mother ended with him in jail because left a voicemail he was going to kill her and her whole family. She had an EPO (Emergency Protective Order) on him for several years. Should I go to the police? Do I just go to the police station and tell them my situation? Can I get some kind of EPO or restraining order on him for his threats and how easy is this to do?