It's certainly what I see in New England -- if the two people getting married are from different towns, there's a record in each town. It makes sense -- if there's an inheritance or property dispute later on, there's a record in both towns where it might be needed. So very probably a common practice.
My great-grandparents' marriage, for instance, was recorded in Becket, where my great-grandmother lived and where the marriage occurred, and in Springfield, where my great-grandfather lived, and where they both lived after the marriage. Both record books used the same standard form, and the first column is titled "Date and Place of Marriage."
(Just a sudden thought also relevant to brick walls -- Come to think of it, the oldest records often had a section of a page for each family, and there are usually annotations about the later lives and deaths of the children. So -- given that the old handwritten Massachusetts town books are digitized online now, it's worth checking the family page of the putative family of each spouse, if one can't find the marriage record.)
