We are not quite in that situation, but my husband likes to spend a little more than I do--I used to spend all my money on books, but now that we are married and have children, I am pretty content to not spend money most of the time. His hobby is media, mostly music, and he used to come home feeling guilty and tell me he bought a CD. I pay the bills because he is not good with numbers and deadlines and I'm much more organized about it. We've also had our share of credit problems due to unemployment and low paying jobs, but we're mostly okay now.
What finally helped up (and he at least was in agreement with me, so it sounds like you're not there yet), was sitting down and discussing spending. I showed him our bills, our credit reports, our monthly income, etc. We both want a house someday and need to improve our credit, etc. We discussed how his job is difficult and has little about it that is rewarding and music has always been so important to him. We finally agreed on an amount that was reasonable (that we could afford and that, to him, was enough to indulge in his hobby and treat himself to a show once in a while), he has his own checking account and direct deposit "discriminatory" money, and he does not have to ask my permission to buy something, or call me and say "how much in the bank account," (since we only have one transaction register and I balance it), and he also uses that account for gifts for me (Mother's Day, birthday, Christmas), because he can transfer the amount we agree on for each other and I can't see where he bought my gifts. It has its ups and downs, but it has worked out better for us.
If you do not spend money at all, maybe you should also open your own "spending" account with a similar deposit. That was one other thing my husband hated--that he really wanted to enjoy his hobby but felt even guiltier because I would refuse to buy a dish drainer I liked because it cost $7 and we had a perfectly good Dollar Store one at home. If you have your own funds that do not come from a bill payment or grocery account, you can save it, or treat yourself once in a while and it might help him moderate his spending a bit. If he knows you won't treat yourself because he overdoes it on himself, maybe he would be more open to adjusting his spending. Whatever you do, if he is not financially gifted, do not villainize him or make him feel like he is the cause of any problems--try to see it as a joint effort, your goals as joint as well. Show him what you could do with savings over time and how that will bring you closer to your goals and make sure they are his goals as well. You can also see financial counselors who might help you both work through your issues as a couple.