Sheila,
Now that I know you are still following this thread I will reply substantively.
First regarding closed parishes, their information is available indirectly in that it is housed at the Chancery and the nice employees there will search for records if you given them enough specific information and a reasonable timeframe.
Secondly, regarding marriage records in Jefferson County in the 1800s, you should be aware if you are not, that typically several records were generated: a) marriage bond, b) marriage license, and c) marriage record itself once the marriage had been performed.
(C), the marriage record, is what you need to try to narrow down the search, or at least conduct it more efficiently than a shotgun approach of contacting multiple parishes and the Chancery at once.
From the marriage record you should get the name of the minister who performed the marriage, in this case a Catholic priest. Then you can go to a city directory (after mid 1860s) and try to locate the residence of that priest, which should be the parish where the marriage was performed, regardless of whether the priest was diocesan or a member of a religious order that ran the parish (and initials after the priest's name indicating a religious order can also help pinpoint a parish). Usually you will find the marriage performed at the bride's family's parish, but also it may have been at the groom's (especially if she was not Catholic at the time).
Sometimes of course, if one of the families had a personal relationship with a priest from a different parish, such a priest may have performed the marriage in one of the betrothed's parishes and his residence won't actually help.
So I would seek that record in the marriage registers (at the Metro Archives or on FHL microfilm if you live out of state), and then follow up with the priest's name. If that does not work, then a more scattershot method may be required. Even then, going from the earliest city directory listing for the husband's residence can help facilitate the order in which you search if they resided closer to one of their home parishes.
Good luck with your research.