It depends on how much your W-2 is for. If it is for less than $4050 in 2016, you can file, not claim yourself, and not amend your fiancé's return. When you file your return, you would answer YES to the questions ''Can someone/Will someone else claim you as a dependent?''.
It is a lot more complicated if your W-2 is over $4050, because if it is, your fiancé cannot claim you. If this is the situation, you will need to amend your fiancé's return. You must remove the exemption he received for claiming you, and you will need to do this before you file your own tax return. In this situation, when you file your own return, you will answer NO to the question ''Can someone else claim you as a dependent?''.
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