There are questions about whether or not they actually did and some suggest that it didn't actually happen because it occurred in an abandoned timeline.
However, both River and the Doctor remember it happening... at some point. She still knows his name, (Season 7 - "The Name of the Doctor"), she still refers to herself as his wife, as does he.
One (crackpot) theory I had, was that they marry at the beginning of her Time-travelling timeline, and at the end of his.
Do we know when, or even if, the Doctor and River Song got married?