Problem locating NYC marriage record online

I cannot find a marriage record for my great-grandparents, who married in New York City (either Brooklyn or Manhattan) in 1885. Nothing shows up on Ancestry.com (although my great grandparents and their children appear on the New York Census and the US Census). As religious Jews, I do not think that they would have lied about being married, and also they were partly financially supported by my great-great-grandfather, so that seems unlikely. Any ideas as to why records would not show up or what I should look at next? Thanks