Found records of both marriages of Dr. Alexander McCloy (s/0 Dr. Neal McCoy & Jane Dickson):

1. http://www.rootsweb.ancestry.com/~paslchs/newsabstracts.html
Newspaper Abstracts:
Lancaster Journal June 21 1816
On Tuesday last by Rev Joseph CLARKSON, Dr Alexander McCLOY to Mrs Mary KRYDER both of Soudersburg
2. From PA-Roots site:
Married on Thursday of last week by Rev. Joseph Clarkson, Dr. Alexander McCloy, of Soudersburg, to Miss Mary, daughter of John Henderson, of Leacock Twp.
(Source: Lancaster Intelligencer and Weekly Advertiser, Saturday, Feb. 3, 1821.)

It appears that his first wife, Mrs. Mary Kryder, was most likely a widow. I would like to discover who her first husband was and what her maiden name is. Also, wonder where she is buried - possibly eastern Lancaster County?