Thanks everyone for your clues and insight. I suspected that since no parents were listed on the marriage record that either the priest was not being detailed or that neither of them actually knew parents and that their residence at this time is not their origin.
William was described on the Civil War Pension file as a Mason.
I can't find a confirmed immigration record and only a possible barely readable 1850 US Census listing in New York. The Pension File indicates they immigrated about 3 years after the marriage. They settle in Pennsylvania. There is no record of any children before they settle in Pennsylvania. First known child is born in 1851. Did they really not have any children for 6 years. Umm... Children names are John, Elizabeth, Isabella, James Oliver and the last George McClellan named after the Civil War general under whom William served. The children were christened in an Episcopalian Church. There are numerous Nesbitts within the Pennsylvania area so I have to wonder if they have relations there or merely coincidence as nationalities tended to group together.