Cook County marriage license images, 1871-1920 are online for free at FamilySearch up through 1920. If you find that your ancestors were married by a justice of the peace, it's likely that there's no other marriage record available. The Cook County Circuit Court Archives website says "Justice of the Peace Court records were destroyed as allowed by Illinois statute in the early 1970s." But, if they were married in a church, there's a good chance that you can find a church marriage record and in some cases--if it was a Catholic marriage in a Polish parish, for example--the ecclesiastical record might have additional information such as witness names or parent names.
If the church name is listed on the marriage license, the next step is to find where the records are held. The Newberry Library's "Guide to Chicago Church and Synagogue Records" is a good place to start.
But, if the church name isn't listed, you'll have to do some detective work to figure it out. If the name of the priest or pastor is easy to read, try checking the name in a Chicago city directory. They're online at Fold3.com and many of them are also available online for free. Check the "Tools Tab" at ChicagoAncestors.org, for example.
If the name isn't easy to read it's a lot harder. Recently, a researcher sought help from the IL-COOK-CHICAGO list at RootsWeb. The priest on a license was listed as "Carl A." but what was the surname? What letter does it start with? N? M? St? And it looks like "ead" but is there an "h" at the end? "eadh?"
I skimmed the names of Catholic priests in city directories c. 1915, but, unfortunately, most of the entries just had initials for given names so there was little chance of finding the name Carl and nothing resembling the surname caught my eye. To help with the search, I typed the address in at ChicagoAncestors.org to see which parishes were close by but still no match. I even checked the marriage register images for the closest parish to see if there was a priest with a similar name making entries. There wasn't.
I decided to check the marriage license on microfilm at the Wilmette Family History Center to see if better contrast would help me decipher the writing but no luck. I enlisted the help of a FHC volunteer and long-time Chicago researcher and we puzzled over the name, skimming the index to a two-volume Chicago Archdiocese history, but still no luck.
Finally she said, "It must be an Episcopal priest." It didn't seem likely -- the bride was Irish and the groom had a name that looked to be Polish -- but I decided to check a city directory anyway. Skimming the entries for Episcopal churches, the name jumped out at me almost immediately.
Rev. Carl A. Nybladh was the priest who performed the marriage ceremony.
Collaborative genealogy works!