I discovered a couple, Charles and Alice Peppiatt, who lived in Michigan but chose to be married in Ontario, Canada, just across the border from Detroit. Apparently it wasn't unusual for couple from Detroit to do this, but Charles and Alice lived in Ypsilanti, a good 40 miles away by train in 1895, and they're the only couple in their extended family to do so. Was there something nefarious going on? Could they have been eloping? Well, both their widowed parents lived in the same household with them afterward (in Michigan), so they couldn't have disapproved of the match. The only other thing I can think of is they were first cousins, so maybe the marriage was illegal in Michigan but legal in Canada? Or maybe they just thought it was romantic.
EDIT: Michigan law does indeed ban first cousin marriage, but a quick internet search didn't turn up when this law was enacted. The Wikipedia article implies sometime around 1880.