How to find Great Grandfather's Marriage Certificate

My Great Grandfather was born in Germany and came to the United States when he was three years old based on Census records I have found.  However I can find no records of his prior to marrying my Great Grandmother.  I was speaking to my Great Aunt and she told me they were married in Las Vegas, New Mexico but was not sure on the exact day.  My Great Grandmother was single in the 1920 Census and my great uncle was born in 1924 so their marriage must have taken place some time in between those dates.  I checked Family Search and for the county San Miguel, New Mexico marriage certificates are only available prior to 1918.  Both my Great Grandfather and Great Grandmother are deceased does anyone know who I would go about getting a copy of their marriage certificate?

My Great Grandfather did not like talking about his past so no one knows who his parents were only that he was born in Bochum, Germany.  I am hoping the marriage certificate will have his parents listed.