There are a number of types of marriage records. The most researched is, of course, the marriage license.
You may also want to search for:
Marriage register - a document that certifies that marriage has taken place
Newspaper announcement - spreads the word that the marriage is about to take place or has already taken place
Annulment records - a legal procedure that cancels a marriage
Marriage bond - legally affirms a gentleman's intention to marry a particular woman and confirms there was no legal impediment to the marriage
Divorce petition - a legal document filed in court by a spouse who is seeking a divorce
Declaration of intention - a script where both partners state that they are entering this marriage with their own free will and with the intent to become the other person's spouse
In Mississippi, marriage records are maintained by state and county officials. The Office of the Circuit Clerk in a county is a wonderful place to begin your search.