Now, I'm not so sure since there are other indicators in his behavior that I think need to be checked out.
Yep, this is really the best investigating tip. Open your eyes and don't worry about being paranoid. After all, "it's not paranoia if they really are out to get you." <img src="/ubbt/images/graemlins/grin.gif" alt="" />
Other things you can do. Run a credit check on him. Always be the one that checks the mail and open it up. Every hotel, car rental, even some restaurants all try to get you to sign up for frequent "whatever" programs. Pay attention to the junk mail, as well. Marketers don't usually send you catalogs until you've bought something from them.
If you haven't met the people he works with, make a point to meet them. Even call his work when you know he's not there and ask for him. Make sure that anyone you talk to who knows him, that you refer to yourself as his wife. You can even call the wrong person at his work and say, "I'm sorry, this is ____ wife, I must have dialed the wrong number.
If you do meet or talk to people he knows, squeeze in the point that you are happily married.
You don't have to do these things in an agressive or over the top way. Just make them routine.
I've tried the "you're acting weird and I don't trust you" thing. He shared small pieces of info, but not completely.
Okay, his response was pretty typical. I was mostly trying to point out that you have 4 generic things you can use. Snoop. (key loggers, PI's, etc. looking for direct evidence) Confront. ("WH, I've seen this, explain yourself") Investigate. (credit checks, etc. not direct evidence, but circumstantial) Experiment. (do something that would cause a problem for him if he is having an A, and observe the results). Which ones you do and what order, etc. is up to you. Just keep in mind, they can all help get to the bottom of things.