Over the past year and a half I've gotten really close to one of my guy friends. For nine months he was away at school but we texted almost everyday and hung out whenever he came home. Over the summer we got increasingly closer. He would come over and spend the night at my house about once a week and nothing sexual would happen. But we would cuddle and he'd stroke my hair to help me sleep or rub my back. Sometimes he'd kiss me on the forehead or the cheek. We know everything about each other. Now that he's at school we skype all the time and if we go a few days without talking he'll nonstop apologize to me and tell me how much he misses me. The catch is..he has a girlfriend. And they've been together for three years. AND i've never met her. So I wonder if he thinks that the relationship we have is appropriate. Is it normal to be this close with another girl that isn't your girlfriend? He always insists that I'm his best friend and he tells me how great I am. But I don't know if I'm crossing the line with this guy. I'd hate to lose his friendship, we get along so so so great. But I'm starting to feel bad for his girlfriend because I'm not sure if she's aware of our relationship.

Perhaps you can level with him. Talk to him about his intentions regarding his gf & you. If you are interested in a romantic relationship let him know that that isn't going to happen if he is already taken.
If you are not interested, pour some water on some of this & keep it strictly friends only.
Your friend probably respects you because you know he has a gf and you've never tried to take things to the next level even though you've had the opportunity. He probably feels like you are different from most other girls, and he's probably right. Ollie is right though, he is emotionally cheating. I wouldn't want my boyfriend acting this way around a girl friend of his.
You just have to ask yourself if you really ARE interested in this guy romantically and/or sexually. If you aren't positive, I wouldn't jeopardize your friendship by trying to make it into something that it's not. He obviously gets something from you that he doesn't get from his girlfriend, though, so maybe he needs to do some soul searching and find out if he's really happy where he's at.
I think the best thing you can do, especially since you are so close, is to talk to him about it. You need to decide whether or not you do like him in that way before you do anything although i'm sure he'll understand if you're unsure. Perhaps you should try to meet his girlfriend and see what kind of relationship they have, this may help you in seeing whether he does see you as more than a friend. Either way you must approach him carefully as you do not want to risk losing him as a friend.