Are you certain you have all the marriages for your ancestor? There may be a short-term marriage for that relative of which you are unaware. Make certain you have completely searched appropriate local vital records, newspapers (for mention of a marriage or a divorce), and court records.
Pay particular attention to any notations regarding previous marriages on any marriage records you have located for the person of interest. For men, these marriages are easier to locate because their last names do not change at marriage–that makes it easier for us to sometimes not even bother to look for these marriages since there are not name issues.
For women perhaps the reason you cannot find that 1920 marriage is because there was a 1915 marriage (and subsequent divorce) and you don’t have the last name she used in the 1920 marriage. Sometimes women would revert to a previous last name if a marriage was of short duration, but not always.
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