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While it is not specifically illegal under the UCMJ to do so, it can present other potential legal issues for the military member. The two most common are security clearance issues and being put in a position where the military member has to choose whether or not to be truthful in a legal document (if attempts are made to have the illegal immigrant spouse covered as a dependent or if a marriage license is obtained through false means). The military would have to report the illegal status and likely would not recognize the marriage as valid, if somehow accomplished in the U.S.
There are other obstacles as well to marriage, under civil laws that wouldn't grant a marriage license.
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