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Report him. What he is doing is completely inappropriate. Also put some black electrical tape over the webcam when you aren't using it.

You really only have two options report him to whoever handles room assignments or do nothing. You could also report him to the cops which is what I would do. They tend to take voyeurism very seriously. I'm not trying to be mean but if you don't have the guts to take control of the situation it is not going to get better. So if you decide you don't want to report it than you are going to have to live with the fact that your roommate can't be trusted. Black electrical tape of the web cam will do wonders.