You need to contact the state in which you were married to get a copy of the marriage certificate. They probably have a website that you can order this from. You will need to pay a fee - I think I paid $10 for a copy of mine.
Can I get a copy of my marriage certificate from Texas in Louisiana?
Contact the clerk of the court in the county you were married in. They will charge you for a copy, but that is where you can get it.