You do not say which country within the UK you are looking in. The information given below applies to England only. The situation in Wales is slightly different, that in Northern Ireland and Scotland more so.
There are certain circumstances in which it is possible to see a marriage certificate without applying to the GRO or to a local register office (and the latter route is, these days, more and more difficult to use).
Because the Church of England is the Established Church, there are two important consequences for family historians
1. Marriages in CofE churches are both conducted and registered by the clergyman. So a post-1837 CofE parish marriage register is the same as the register completed and signed when a marriage is registered by a civil registrar (either at a Register Office or other civil marriage or when the registrar attends a non-CofE marriage to register it).
2. CofE parish registers are public documents which must be preserved and made available for public inspection. In the vast majority of cases, historic parish registers are deposited with the "Diocesan Record Office" which is usually the relevant county archives.
Many county archives are now having their collections of parish registers digitised and made widely available through licensing agreements with commercial organisations such as Ancestry and FindmyPast. This means that subscribers to those sites can search and view some of the parish marriage registers concerned (there is normally a cut-off in the early twentieth century).
So if your ancestors are clustered in one of the counties currently available and they were members of the Church of England, a subscription can be a much more cost-effective way of acquiring marriage certificates.
In addition, the LDS have filmed a great many parish marriage registers and many of these are indexed and searchable at
www.familysearch.org. In some cases, the transcriptions include the extra detail of fathers' names, which may allow you to narrow your search down. If you find a marriage you are interested in and want to see the original register entry, you can use the photoduplication service details of which you will find at
https://familysearch.org/learn/wiki/en/Photoduplication_Serv....
If you need more information about what is available and where, we can point you in the right direction.
Best wishes
Caroline