Can I marry after threats, blackmail, and forced marriage pressure?

I have been in a relationship for 4 years and now he is telling me that there is someone else in his life, and he wants to break up. We have been in a relationship for one year, and now we are both staying at our respective homes. He is being blackmailed at his home, and his family is forcing him to marry that girl. They are threatening to commit suicide if he doesn't marry her. I am being told that I must marry him, but according to Hindu law, is this wrong? Can we convert to another religion and marry? Please help me.