Lots of records on familysearch.org (look for united states --> washington - many are image sets, which are not searchable by name/from the top page).
Under "Washington, County Records, 1856-2009"
There are indexes/records for both marriages and marriage licenses for Chelan - didn't see anything under Wagner there so I'm guessing if they married it was elsewhere (understandable if Mary was still in the picture!)
I see that Susan married Edwin Henry Sarah in 1893 and then Joseph Charles Callaghan in 1901 - just mentioning in case she dropped the Callaghan name at some point.
Interesting to see that she was listed as US citizen by marriage when she arrived as Callahan in 1913 - fits with this NZ newspaper mention of the marriage that has Joseph/Charles as from San Francisco:
http://www.rootschat.com/links/0w63/ This would mean that she was a US citizen by her second marriage, even if the marriage with Ernest never materialised (it might still be found somewhere, just not on any of the readily available indexes).
Finding the divorce between Ern(e)st and Mary Ann could help.