A large number - well over 50% by the mid-nineteenth century - of people in Pembrokeshire attended Nonconformist chapels, rather than the established church. Thus, except for marriages which prior to 1837 had to take place in the parish church, references to them are more likely to be found in nonconformist than in parish church records. Many of these have been deposited at the PRO (and filmed by The Church of Jesus Christ of Latter-day Saints), others are still to be found with the chapels or other libraries or archives.
Virtually all completed parish registers have been deposited in either the Pembrokeshire Record Office or the National Library of Wales. Bishop's Transcripts and Marriage Licenses are held at the National Library of Wales - and have been microfilmed by The Church of Jesus Christ of Latter-day Saints.
National Library of Wales An online searchable index of Marriage Bonds and Allegations. It contains details of some 90,000 marriages by licence which took place in Wales between 1616 and 1837. In early 2016 the NLW made changes in its online catalogue and now the only apparent method of finding these bonds is to search the main catalogue
England & Wales Hardwicke Marriage Index Marriages 1754 - 1837 on Tinstaafl Transcripts - Work in progress
Many Parish register indexes, and indexes of baptisms, marriages and burials are available on microfiche from Dyfed FHS, where there is a list of all PEM hundreds and a list of places showing which parish and hundred they fall under.
The Dyfed FHS has indexed all marriages for the period 1812-1837, and provides a postal lookup service. Published copies of the index, in sets of parishes grouped by hundreds, are available.
Family Search UK/Ireland - Historical Record Collections
IGI Batch Numbers - Hugh Wallis's site and Archer Software's site
Parish Register Copies for Pembrokeshire in the Library of the Society of Genealogists.
Details of extant records on Archives Network Wales for the following;
- Church Parish Registers, Pembrokeshire 1602-2002
- Pembrokeshire nonconformist chapels, records 1660-2001