Annulments were unusual for the 1920's in Canada, even Divorce information was held by the local court house if they bothered to do one. My experience has been that because there was not a central records for these things and most people did not bother and there wasn't the communication that we do today that people just moved on. Some moved and just used a different name or changed one letter in their new name, they went on to marry others without notifying anyone that they had been married before. The only divorce records I have been able to find even to the 1940's are because there was some legal issue ie land, children that they wanted given to, etc. You may find a marriage record if you know the town, church, etc. Or newspapers for the area, historical records or family history by children or others may fill in some blanks. Good luck in your search.