Well, they had marriage; although I suppose this could be accomplished by signing a contract, or waking up one morning and telling everyone you're married, I doubt the elves (or hobbits) would have passed up the opportunity for a celebration.
Religion? I think someone who's more familiar with the other writings can speak about this better than I, but I always had the impression the elves did have a religion of sorts; that some of their songs were more hymns or prayers; although I don't imagine they had church buildings (who needs a church when you have Lothlorien?); it seems entirely possible they had holidays, rituals etc.
Of course, a traditional white wedding gown is quite an anachronism (but fun to imagine), since it isn't even universal in our world; but it seems possible that, assuming there was some sort of celebration, there would also be some sort of special garb to go with it...
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