There seems to be a huge gap of several decades in the records when I search. I am trying to find certificates for both sets of grandparents who married in the 40s but the only TX certificates are from prior to 1909 and after 1960.

What am I doing wrong? Or are decades of records missing?

You're doing nothing wrong. Ancestry.com simply has not "completed" the database. The best method of obtaining marriage certificates is via the County Courthouse that issued the license. Most will provide an "unstamped" paper copy for a nominal fee, usually less than $5.00. Some clerks refuse to provide unstamped documents, thus significant fees. http://www.sos.state.tx.us/elections/voter/cclerks.shtml#M All-in-all, there are more Texas records online than any of the other states. Try researching Oklahoma!