Thank you for all the replies ZlaticaBeca, you were a lot of help. It's interesting you found the name Weis, that is very close to what Harry Houndini's real last name was and my grandma has always said that she was a third cousin or something like that of his. I was not sure if they married in the us or not but I was able to finally find a marriage certificate online thanks to the info you gave and it turns out they did marry in NY. I'm not sure how to get my great grandmothers baptisim records as she is long dead and her daughter my grandmother has dementia so she will not be able to help me there. I'm not sure what language they spoke either.
One more question though, do you have any idea why on his baptisim record his future wifes name and date of marriage would be mentioned? I assume the church went back and added it years later? Or does that mean it was an arranged marriage (she was a couple years older then him so I guess thats possible).