I always assumed they did because she and Pistol weren't in either movie, but the writers have claimed that they are still "happily" married. They just couldn't think of any parts for Peg. Also, Peg Pete's Toontown Real Estate agency is "advertised" at Disneyland, near the Mickey and Minnie's Runaway Railway ride. So, if anyone ever asks, you tell them some asshole on a porn site told you that they're still canonically married.