As you are getting married and will be married on the last day of the year - for tax purposes you will be considered married for the whole year and if you plan to file joint tax return - we need to know estimated income of your-to-be-a-spouse.
If you file as married filing separate - your estimated taxable income will be
$50,100 - $5450(assuming you use standard deduction) - $3500(personal exemption) = $41150.
You will be in 25% tax bracket - for taxable income between $32,550 and $78,850
With additional income of $20,000 - you still will stay in the same tax bracket - and eventually you will pay 25% or $5000 in federal income tax.
This income will likely be considered as wages and social security and Medicare taxes will be due - total 7.65%.
As this is not your regular - but supplemental wages - employers normally are required to withhold 25% regardless of your tax bracket and W-4 form filing.
If your situation - it looks as that is exact rate you would pay federal income tax on that amount.
I am not sure why your employer is taking 36%. But is they do and you would overpay taxes - you will eventually get a large refund at the tax time.
The State of Nevada does not have a state income tax - so there is nothing for you to worry from that side.