Family Mysteries

I have lost track of both my great-grandparents Florence May (Lake) Fuller and her spouse Henry (Harry) Fuller after the 1920 United States Census. I know that they were married on 26 October 1897 in Cohasset, Plymouth, Massachusetts but were residents of Nova Scotia until emmigrated to the US in around 1909. I cannot find any records of them, just of their children after the 1920 census, I am especially looking for their death records. I think that it's funny that one can trace her genealogy to the Mayflower but cannot find 20th century documents! Please help!