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Your fiancé is an asylum seeker and can’t travel because of that. If you want to marry, you will have to come to Germany. The other option would be to wait for the outcome of his appeal. If your boyfriend gets a refugee status it enables him to travel. But that’s a risky strategy. If he gets denied again, he will have to leave Germany or he will get deported back to Nigeria (if he doesn’t get an exceptional leave to remain aka “Duldung”).
You or your fiancé should get in contact with the registry office (“Standesamt”) in his city and ask them about the exact procedure (what documents you have to provide, deadlines etc.). There might be slight variations depending on the office you go to, but usually you need to hand in your passport, your certificate of birth and a certificate of no impediment (to attest that you are eligible to marry and most significantly, to proof that you are not married or not married anymore).
Concerning the certificate of no impediment: I found a website (German language: http://www.familienrecht-ratgeber.de/familienrecht/eherecht/ehe-auslaender.html
) that states that neither the US nor Nigeria issue them. In that case you need to apply for an exemption at Oberlandesgericht (higher regional court). You can find the required form at Standesamt and hand it in there.
You might need to provide other documents according to the marriage laws of your home country as well. In addition, documents from some countries need to be certified by the German Embassy before the marriage. The officials at Standesamt will inform you about the steps in more detail. Keep in mind that this whole procedure might take a while.
I hope this answer was helpful to you. Feel free to ask further questions if anything remained unclear.