During the next several days calmly discuss with him that it's time that he falls asleep in his own room after you leave. Have these discussions any time other than bedtime. Reference the discussions and briefly reaffirm what's about to happen before you begin a 15-20 minute pleasurable bedtime routine ( stories, songs, teethbrushing, tucking in bed, nighttime kiss, et., et al).
Do not take him out of bed when he screams. Let him scream for five minutes or so before you go in for the first time. Comfort him in his bed/crib assuring him in a gentle, calming manner that he's going to be just fine and have a wonderful sleep. Leave before he falls asleep; you may sit beside his bed for awhile before you leave. Continue this same process, if the screaming keeps up,leaving more time in between when you go in on each successive occasion. Again, don't take him out of his bed or into your bed.
You, as all parents do with this problem, will be sorely tempted to do what you've done before, just to stop the screaming and get some sleep yourself. Remember though, that if you give in you will be perpetuating the problem and reinforcing a bad habit that needs breaking. You'll probably feel like you're losing your grip if this keeps up for several nights, but be assured that these techniques usually work over a period of five to seven days. Isn't it worth hanging in for a while when you know there is a final end in sight to this behavior? Certainly praise your son for his going to sleep on his own and never blame him for being "bad" because he won't respond to this right away; after all, you helped him create this pattern. For a more detailed account of this technique and some variations on it, consult any books by pediatrician Richard Ferber.