The (April) 1910 US census records them as being married for two years. A search by the New York records Office found no marriage for Thomas Gordon and Margaret Bellingham in Manhattan in 1908, 1909 and 1910.
Found it! Or to be precise, Al Luce found it. It was not in Manhattan, it was in New Jersey because that is where she was living at the time.
http://search.ancestry.com/cgi-bin/sse.dll?viewrecord=1&r=an&db=NJEpiscopal&indiv=try&h=900007772
Thomas Gordon in the New Jersey, Episcopal Diocese of Newark Church Records, 1809-1816, 1825-1970
Name: Thomas Gordon
Gender: Male
Marriage Age: 25
Event Type: Marriage
Birth Date: abt 1883
Marriage Date: 24 Jun 1908
Marriage Place: Jersey City, New Jersey, USA
Father: James Gordon
Mother: Jane Coulter
Spouse: Margaret A. Bellingham
Name: Margaret A. Bellingham
Gender: Female
Marriage Age: 25
Event Type: Marriage
Birth Date: abt 1883
Marriage Date: 24 Jun 1908
Marriage Place: Jersey City, New Jersey, USA
Father: Thomas Bellingham
Mother: Georgia Mackay
Spouse: Thomas Gordon
AL: Some interesting notes about the marriage record. The marriage was performed at 225 Ege Ave, Jersey City, NJ, the home of Robert Porter and Jane Bellingham Porter, Jane was Margaret's sister. The marriage was performed by a Pastor from a local Episcopal Church, perhaps through a connection with the Porters. I would note that the Episcopal Church is the US analog of the Church of Ireland, to which many of our Bellingham family belonged. The church record was associated with St John's Episcopal Church of Jersey City. That church has since become dormant. There are notes on the web about it being unsafe an slated for demolition but some have had it listed as a historic structure which precludes demolition - politics as usual. There is also a web site with photos of that church. I will note that in the 1910 US Census the Porters were living at 225 Ege Ave, Jersey City.