My fiance at the movies with a woman

My fiance went to the movies with a woman that works at a different dept in his company. We have a long distance relationship and his told me that he would if he was invited with a group to go out to dinner or to the movies that he thinks would be okay but that he would never go out one on one with someone of the opposite sex. I found out through his bank statement that he had paid for 2 tickets for the movies. I ask him and he said yes I went with a woman, he mentioned that she works at his company, he told me her name. He said she wanted to thank him by buyin him lunch for helping her with inmigration paper work. He said we went for lunch and then I said the movies is right here do you want to go and they did. He said theres no interest in her. He said if you want we can meet up so that I can speak with her and ask her myself. I said no because that is going to give you time to talk to her and then shes going to feed me the same story. I told him call her right now and he did. I spoke to her and she gave me the same story she also said "I ran into in the cafeteris this morning and I said happy new year because I had not seen him since x-mas and he said that you had arrived in london and he was saying how great he felt of coming home to you" she also said you have to trust that nothing happened.
I am feeling down thinking that he has an interest in her. I feel really hurt because he lied. The lied in it self hurts so much that I can't really find the words to explain it. He has said over and over how sorry he is. He says he wants to gained back my trust and that he doesn't love anyone else and has never had an interest in anyone else.
I told him I feel so hurt and I don't think I can ever set foot at a movie theater again with him. He says he feel really upset with himself. He threw on the floor the dresser, punched a hole on the wall and broke a mirror and started to cry uncontrollably and saying that he never cheated that he feels he ruined my life becuase of the hurts that he caused me. He said I'm sorry I broke these things is just that I feeling upset with myself.

I don't know what to believe.I'm feeling very depress because we were suppose to have our civil ceremony on the 5th of February so that I can get my partner visa and move to London with him. I feel that he loves me but i'm feeling doubtful of whether he has an interest in her. Im wondering if he had sex with her or anyone else while i was across the atlantic.