It depends where you live.
Some jurisdictions are more reasonable/forgiving than others. Some jurisdictions will issue a permit retroactively and some jurisdictions will require you to remove the work.
Did you hire a licensed electrician or your husband's hack cousin? How do you know your contractor didn't pull a permit? Did you ask him or are you just making an assumption?
First talk to your contractor. A licensed contractor well known to the city inspectors may be able get a permit issued retroactively. I had a contractor do this in San Francisco when the inspectors started to snoop around my home. I also had a licensed electrician do work without permits.
If you do talk to the building department, act dumb, you're just a lay person after all. You were relying on your contractor to inform you what permits were required and how to obtain them. That's part of what you paid him for.
But it's not really a big deal. When it comes time to sell just check the I don't know box on the disclosure form.