My husband won't compromise. What should I do?

Ok. My husband and I moved to pittsburgh 7 months ago to go to culinary. We recently had to put that on hold for now due to financial problems. He just decided he wanted to move to Cleveland because thats where his family is and where he feels safe. I don't feel safe there, and have tried living there before. When we got together I moved 4 hours away from all my family and friends just to be with him. I'm not against moving at all, I just don't want to move to cleveland. But he wont compromise on anywhere else to live, he basically said either we move where he wants or we get divorced. I don't want to move or divorce him though. Any advice would be great. Please don't be rude, I just don't know what to do. Thanks