Couging/wheezing/shortness of breath after contact with cigarette smoke I have never been around people who smoke. My fiance is a smoker and he usually goes outside or if we're in the car opens the window but I still smell the smoke in his clothes, on his

Possible reaction. To the residual ashes on his clothes/body. You must discuss this openly with your fiance, since his smoking may mean a lifetime of suffering for you. He may have to quit for your comfort.
Smoke on clothes/car. You can get all these symptoms from smoke on his clothes and on the tapestry of the car even if you were not there .Opening the window does not help prevent damage.
Sounds . Sounds like you have reactive air way disease/asthma. Asthma has triggers, which include but are not limited to smoking/medications/weather changes/ strong odors etc etc. You need to discuss with your primary care and get proper treatment.