Yes, the New York City marriage index does show that JAMES CODY and MARY CONLIN were married on 30 OCTOBER 1904 in New York City's Borough of MANHATTAN -- Certificate No. 22113.

You would order a copy of the marriage certificate from the New York City Municipal Archives. Here is the link:

http://www.nyc.gov/html/records/html/vitalrecords/home.shtml

Robert T.