@sulphuric acid:
An airline will not sponsor you for a visa, nor can you sponsor yourself.
You will either have to marry a US Citizen, apply for a green card through the diversity lottery, or enter the US under a refugee status. If you are a celebrity or professional athlete, you may be able to get a visa as well, and there are a couple of other visas but generally speaking, you won't get a work visa to be an airline pilot in the US.