Anyone wishing to marry outside Pennsylvania must contact that state, territory, country, etc. directly. Legal requirements of that jurisdiction apply. Contact an attorney regarding legality of marriage and documents that may need to be filed.
Some states permit a non-resident affidavit of marriage to be completed in the County you reside instead of appearing in that State/County. Contact the State/County you wish to apply for more information. They will provide you with a form to bring to the Clerk of Orphans' Court office. Both applicants must appear together and be under oath.
There is a $40.00 fee for the Non-Resident Affidavit to be completed.