I spent a considerable amount of time working on the origins of a female relative in the county where she married in Illinois the 1840s. I searched the 1840 and 1850 census manually to see if there were potential relatives there. Not a one. It turned out that her family was only in the county for a few years–long enough for her to meet a man and marry. Shortly after her marriage, her parents and siblings took off for a new location. While looking in the area for her family was the right thing to do, sometimes you have to realize that they may have only been there for just long enough “to leave one record” and then move on.
Some people do “flit” from one location to another. If there’s flirting going on, they may leave a marriage record behind and move on.