How do I deal with a runaway bride?
Solution 1:
This happened to my wife, Aela the Huntress, when I got married.
What I found out, is that she teleported outside Riften's walls, and then began a slow walk back towards Jorvaskyr. (I could track her location because "Ask the leaders of the Companions about Work" was in my questlog).
Perplexingly, when I fast-traveled back to whiterun, I saw Vilkas and Farkas (who were both at the wedding) but no Aela. For whatever reason, she was traveling more slowly than any of us.
What this boils down to is that your newly wed wife is going back to her default location - so you were right to check the pub where you originally hired her - but wives tend to go about this extremely slowly.
My suggestion? Wait a few in-game days and then check the pub again.
Solution 2:
i just found this: Marriage bugs
in some cases the NPC spouse disappears after exiting the Temple of Mara, unless you exit dialogue with Maramal and rush after them before they reach the door. If this happens, you may find your new spouse in the spot where you first met; you can then talk to the person to decide where you'll both live. In some cases, the spouse seems to disappear from the game completely, in which case your only option is to load a saved game from before the wedding and talk to your spouse before he or she leaves the temple.
which suggests that sometimes they do just disappear!