What Roman Catholic churches were in Will County in 1840? I am specifically interested in 25 Nov 1840 for the marriage of Michael O'Brien (O'Brian) and Bridgett Enright supposedly in Lockport.

I have a copy of book on earliest catholic church in will county-St. Patrick's in Joliet.
Has transcriptions of marriages 1838-1851
bapt. Nov 1838-aug 1844
here's the entries that may pertain
married
28 Nov 1840
Michael Obryn
Brigit Enwright
witnesses
John Enwright
William Enwright

married
15 May 1850
Michael O'Bryan
Margaret Organ
witnesses
John Flemming
Mary Ann King

could not locate any baptisms

St. Patrick's(aka Mt. Juliet established 1838) church founded Emmettsburgh(1838) which became St. Dennis(1846)in Lockport.
You would have to contact St. Patrick's Joliet and/or St. Dennis in Lockport for any baptisms. My guess would be St. Patrick's as the only Michael O'Bryan and family in 1850 census is in Channahon township which is closer to Joliet than Lockport. That is IF this was your Michael.
Hope this helps
Kathy