'He married (first) in the Executive Mansion, Washington, D. C., Mary, daughter of John and Mary (Coles) Payne, who was born about 1781, died February 13, 1808. Her sister was the wife of the president of the United States, the famous Dolly Madison, ...'
The location of their marriage is questionable, as The White House Historical Association does not list this marriage (but it does list the marriage of Mary Payne's sister there in 1812).