For anyone looking for late 19th Century through mid 20th Century marriage records in Sandoval, Socorro or Valencia Counties, there is a (relatively) new resource online. FamilySearch.org has added a collection "New Mexico, County Marriages, 1885-1954". These databases have images of marriage records from the state archives and county courthouses. It is not a searchable database; you will have to browse through the collection. However, in at least in a few of the databases, there are indexes in the first few images.
Click on this link read the description of this collection. Click on the link on that page to browse through the images.