I've found their marriage but it didn't take place in Yorkshire or anywhere else in England.
Although both Yorkshire born and bred they actually married in Kirkcaldy, Fife, Scotland - viewed the certificate on Scotlands People who have him indexed as 'Joseph' but it's Joe on certificate:
Joe Jennings 24 Bottle Worker son of Samuel Jennings, Glass Bottle Maker (deceased) and
Alice Jennings, nee Burton?? (that's what it looks like,
handwriting awful)
Alice Utley 25 Domestic Servant, dau. of Fred Utley, Labourer and Eliza Jane Utley, nee Betts.
Address for both is St. Leonards Place, Kinghorn.
Married on 22/5/1915 Kirkcaldy, Fife. Witnesses: Thomas Langley and Charles McCafferty.
Slight errors are that Joe's mother was actually Elizabeth Alice Burgin - his parents married 1878 Hunslet - and Alice was only 23 not 25.
Joe Jennings' birth reg'd Jun. 1891 Hunslet - mmn Burgin - which would fit with a birthdate of 17/5/1891 (birthplace given as Leeds on census) and Alice Utley's birth reg'd Jun.1892 Rotherham -mmn Betts (birthplace given as Swinton on census).
The only likely death entry I can see for Alice Jennings is back in Rotherham in Sept.qtr.1932. If she knew she was dying she may have wanted to die back in her birthplace.
Annette