Marriage = the act of marrying; the nuptial ceremony of becoming husband and wife considered from a purely religious or legal point of view: ‘Her parents are against the marriage.’
Wedding = the social event at which the ceremony of marriage is performed; the occasion when this ceremony takes place and the celebration that follows it: ‘I never see most of my relatives apart from at weddings.’
Married = be/get married to sb (NOT with): ‘How long has she been married to him?’