Birth records are usually kept at the state's Department of Health. Many states only starting keeping these in the early 1900's. It depends when the state had a government. Some Departments of Health have transferred these to their state's Archives. It all depends on the state.
Marriage records are kept at the county courthouse where the license was issued. I usually tell people to start in the county where the bride or the bride's parents were living and go on from there. Again, it depends on the state.
Dear Ms. Pinedo,
Thank you for posting your request on History Hub!
The Federal Government does not ordinarily create or maintain birth, death, marriage or divorce records. Such records are made and kept by State and local governments rather than the National Archives. For a copy of various vital records for your grandparents, we suggest that you contact the Office of Vital Records for the state in which they resided.
We hope this is helpful. Best of luck with your family research!
The best place I have found to search for these kinds of records is the LDS website, Familysearch.org. Membership is free and they have access to many records. You will not find all you are looking for, but you will find a lot of information.