Under those circumstances you need a divorce rather than annulment - annulment requires fraud in the inducement to marry.
Under the rules governing the conduct of attorneys in New York it may be necessary to remind you that this answer could be considered attorney advertising.
To get divorced you will need to serve him through publication in a newspapers. This is not a simple proceedure. I've attached a link to our website to provide you more information on this.
Annulment has a different set of grounds then divorce, usually involving fraud. You can get a divorce but if you do not know where he is you need to make a diligent effort to locate him and if you can't then apply to the court for permission to serve by alternate means (publication). Then, if he doesn't respond you can file for a default. It is complicated and you should retain counsel.
The above is a general answer and is not considered legal advice. You should contact an attorney before proceeding to take any legal action, signing any papers or upon service of a summons. Howard E. Knispel 631-864-7589
As my colleagues mentioned, you can finalize your divorce in New York, but the process is a not trickier if you cannot find him.
You would be well-served to discuss your dilemma with a New York domestic relations attorney in a confidential forum as soon as possible.