Hi Rosie
The record I have found is a baptism in Chessington, Surrey, 2nd April 1865 for William Lamb to parents George and Alice but I guess they may not have married, although the burial record for Alice records her name as Lamb.
I have found Alice's two brothers marriages in Surrey so was hopeful that she would have had a marriage ceremony there too. I have been looking around the 1858-9 records, partly because her age would have been about 19/20 plus the first baptism record I found was for Albert Lamb in Horsell, Surrey dated 11th Dec 1859 to parents George and Alice. The second baptism is John Lamb in Chessington, Surrey dated 13 Jul 1862. William would have been the youngest born in 1865 and then there is the burial record for Alice Lamb in October 1865, the Ancestry records place this as being Farnborough, Surrey but Cove & Yateley are very near so all in the same district.
I have been looking through the census for Albert and John Lamb. So far I have found one record for a Albert - not convinced it's the right Albert - but he is in the Army in 1891 & married to a Louisa Maude (nee Cartwright) so will try to find their marriage certificate to check what this Albert's father's name is to either confirm or eliminate him.
Sorry, I'm beginning to waffle now

so many records to check & I often go off on a tangent when looking for one record and find another haha! but I love it.
Thanks Rosie