Hi Derrell -- as far as I know, there is no site to check for all marriages in France c1820. You would have to have a specific location to start with. Otherwise, it's like looking for a needle in a you-know-where.
The date you mention is also well after the Huguenot era (which was roughly 16th-18th century). Someone living in the first half of the 1800s may have been a descendent of Huguenots, though. You said that Richard Walker was studying for "the priesthood". Does this mean he was Catholic?
Here is a website which lists some organizations for Huguenot (ie. French Protestant) records and research in France: http://www.island.net/~andreav/orgsaddsfra.htm
You might try contacting one or more of them to see if they can help you.
Also, since your post mentioned a North America location, it might be a good idea to post a query on the Board for Huguenots in the U.S. You'll find that Board at: http://boards.ancestry.com/mbexec?htx=admin.board&r=rw&a...
Hope these comments are helpful. Good luck! Andrea (Huguenots-Walloons-Europe Message Board admin)