I can't say there's a single method for finding where relatives came from I'm afraid, it depends very much on the particular case. A few random thoughts though....
You say you have the marriage from the PR. If this is just from an index or transcript, then you should be sure to check the original as one or both of their residences may be given.
Do you have their burials from the PR? If they survived to 1812 or later, then their age should be given, which will make things easier.
Did Matthew leave a will. It may mention distant relatives, or he may have held property back where he originated.
What was Matthew's occupation? Is he likely to appear in the records of any guild etc. Was he apprenticed?
Is there a reason why you've only checked the PRs of large places and only to the north of Sheffield? I don't have any experience to the north of Sheffield, but I have quite a lot to the south west (in Derbyshire), and can say that a lot of people moved to Sheffield from there. Needham is also a fairly common name in North Derbyshire (although of course it may be elsewhere too).
Eventually you may have to resort to checking PRs and/or Needham wills in an ever widening circle around Sheffield. You also have to consider the chance that they were born in Sheffield, but that their baptisms weren't recorded, or that they were baptised in a church whose PR you haven't checked yet, or that is no longer extant.
Cheers ... and good luck!
Mark
