There's something he's just not opening up about... and you want him to tell you himself. How do you get your husband or boyfriend to "just come out and say it?"
Decide if you really want to know. If your guy is usually pretty open about stuff, he may be trying to protect your feelings. Am example is if you asked him how a member of his family really feels about you. If he hedges around the answer, it may be better you didn't know.
Work on your response in every day conversation. If you tend to nag your husband about things, or respond with strong emotion (e.g. crying, yelling) it will only cause him to shut down. You will have less of a chance of being able to get him to open up when there is something more important to discuss.
Help him to know you think he is important. Chose a time to talk when there are no distractions. Maintain eye contact. Don't change the subject. Repeat things that he has said back to him to be sure you are understanding, and to let him know you are paying attention.
Keep the focus on him. You will have plenty of time to share your opinion. If he's upset about something in your relationship, have an open mind for change.
Chose your battles. If you suspect your husband/boyfriend has or is cheating on you, and you have directly confronted him with no response (or you feel he is lying to you), seek professional help. If he won't go with you, go by yourself.