There was no official registration of marriages during that period for those locations, so the only documentation available would be church records. Obviously, you would need to know which church the marriage took place in.

If the marriage took place across the river in Pittsburgh after 1870, then there would probably be a record, because from 1870 on, ministers in Pittsburgh were required to notify the city of marriages they performed. These "ministers' returns" are available at the Carnegie Library and through the FHL.