From where to apply H4 if I am marrying an Indian being a non Indian?

My fiance is a H1B visa holder and an Indian passport. I am a Bangladeshi passport holder. We are planning to get married during December 2015. After marriage from which US consulate we should apply for H4 visa, Indian or Bangladeshi? Do we need to get our marriage registered in both countries? Thanks in advance.

Any contry can register the marriage. You can apply for H1 in Bangladesh US consulate OR in Indian US consulate