If you are looking for a Marion County marriage from 1925 to the present day, the Marion County Clerk has a searchable index at http://www.biz.indygov.org/apps/civil/marriage/.
The search will give you the volume and page number of the marriage, but you still have to go to the City-County Building to get an actual document. [Or you could use U. S. Mail if you are a traditionalist.] The applications are on microfilm and the actual record is in a big book. Both are in the sub-basement--just ignore the occasional group in jumpsuits and chains! Ah, big city life!!