A few hours ago Lydia and my character were in Shroud Hearth Barrow when suddenly Lydia just disappeared. After I cleared out the Barrow I went in search of her, for several game days, but to no avail. Prior to that we were traveling between Riverwood and Whiterun when we came upon a Brotherhood Assassin who attacked us. On his body was a note calling for my character's assassination. Long after I I stopped looking for her, I finished all of the important quest in Solitude and received Jordis the Sword-Maiden. So, we went to Ripen to get married. Having waited till the next day and entered the chapel. We were just about to get married when suddenly there was a commotion behind us. My character turned around and at the door lay Lydia, dead. Upon seeing the body of Lydia Jordis, exclaimed, "How could you?" And, walked out the door. Then the marriage failed. Apparently the Dark Brotherhood assassinated my Lydia.
I suppose I could go back several hours and replay from a certain point when I still had Lydia, but that would be stupid. Now, I am wondering if I can ask someone else to marry my character, since it is now over between Jordis and my character. Man, that just svcks big time!