On the 1910 census, they list themselves as being married for 21 years, so I would guess 1888/1889. They have a 19 year old daughter Zelda b in Idaho, so I would try Idaho first for a marriage record.
I found the death record for Zelda/Zillia Scheu Walker, she was born 5/23/1890 in Pocatello. Her mother is listed as Jeanette, which would fit in with her being called Nettie on the 1910 census. She died 12/26/1952 in Utah.
This is where you can contact Bannock County for a marriage lookup/cert
Idaho: Bannock County 624 E. Center County Courthouse Pocatello, ID 83205-4016 Phone: (208)236-7210 Fax: (208)236-7363
Since Bannock County was established in 1893 from Bingham County, you also need to try there too. Bingham County was established in 1885.
There's a tree on Ancestry.com that says they were married in Pleasant Valley, Chouteau, MT.