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I'm not aware of civil clerks anywhere running a criminal background check before issuing a marriage license. There's no reason for that, as people with criminal histories are allowed to marry. That said, however, if your fiancé has a felony warrant, he'd be at risk anywhere he goes. If he's so much as stopped for a traffic violation anywhere in the US the warrant will turn up and he can be arrested and held for extradition on the warrant. So his best course to ensure both of your future happiness would be for him to take care of the warrant before you marry. Then, the worst will be behind you both. Again however, it's probably no more risky for him to get a marriage license than to drive a car.