Found the marriage records - no parents listed. Death records give only partial names for parents. Ann's father is listed as John Shinn. Sarah Heim's mother is listed as Elizabeth Evans - maybe you can find her marriage to Shinn? Sarahs husband is listed as Charles A Heim on her death record?
From familysearch.org
https://familysearch.org/pal:/MM9.1.1/X8HY-DY8
Annie Cunningham
Death 30 Aug 1911 Dayton, Montgomery, OH
street address: 703 E 2nd St, Dayton, OH
Female age 61y 5m 26d Widowed White
birth 04 Mar 1850 Ohio
burial 02 Sep 1911 cemetery Woodland Cemetary
Undertaker John F Harris, Dayton, OH
Father John Shinah birth Ohio
mother Unk birth Ohio
Informant Wm Cunningham
Ohio deaths
Sarah Heim
Death 06 Sep 1932 Dayton, Montgomery, OH
street address: 2919 Smithville Rd.
Female age: 85y Married White
birth Centreville, Ohio est birth 1847
burial date: 08 Sep 1932
cemetery: Woodland Cemetary
Undertaker Louis Berk, 42 Lindon Ave, Dayton, OH
father: Shinns birth: Ohio
mother: Elizabeth Evans birth Ohio
spouse: Charles A. Heim
Ohio, Deaths
John Adam Heim
Death 29 Jan 1941 Dayton, Montgomery, OH
street address: 2919 Smithville Rd, 10 Ward
Male 87y 2m 11d Widowed White
birth 18 Nov 1853 Manheim, Germany
burial 31 Jan 1941 Woodland Cemetery
spouse: Sarah Heim
https://familysearch.org/pal:/MM9.1.1/XZB8-QDZ
groom John G. Cox age > 21
bride Sallie Shinn age > 18
marriage 27 Jan 1884 Montgomery Co, Ohio
https://familysearch.org/pal:/MM9.1.1/XDGP-2BF
Groom Francis A Cunningham
Marriage December 4, 1870 Greene, Ohio
Bride Anna Shinn
W R Parsons, Clergyman