Can't find the marriage you need in the western Kentucky county where your ancestor lived? Try looking in Evansville, Vanderburgh County, Indiana records. Many young couples went to Evansville, were married and returned home before their parents knew they had left town. The following news article tells about one couple who did just this.
"Mr. Joe Thompson and Miss Herma Boliver came to this city from Dixon, Ky., this morning to be married. They were accompanied by Frank Tow and Miss Tina Trice, who stood up with the couple at the nuptials which were solemnized in the office of Justice Francke on Sycamore Street, at 11 o'clock. The bride and groom returned home this afternoon." 
If your ancestors married between 1920 and 1979, you can use the Online Index to look for a record.
 "Happy Young Couple," Evansville Journal, Wed., 2 October 1901, p. 1.
Published 9 November 2015, Western Kentucky Genealogy Blog, http://wkygenealogy.blogspot.com/