Watching Game of Thrones Season 8 Episode 3, Sansa makes a reference that she and Tyrion were married, but this is a genuine question as I am unsure if I missed something.
Did a septon or someone annul their marriage or has Sansa switched to worshiping the old gods somewhere along the way?
I know she married Ramsay but I don't even know if that was an actual binding marriage or just coercive marriage.
This has been asked and answered over at https://scifi.stackexchange.com/questions/95350/isnt-sansa-already-married
In season 5, episode 3:
BAELISH: (They begin walking). I assure you she's still a virgin. Tyrion never consummated the marriage. By the law of the land, she's no man's wife. Inspect her, if you must.
ROOSE: I leave that to the brothel keeper. It's her name I need, not her virtue.
BAELISH: Then I have delivered everything I've promised.
ROOSE: And you prepared for the consequences. When the Lannisters hear I've wed Sansa Stark to Ramsay...
BAELISH: The Lannister name doesn't mean what it once did. Tywin is dead. He kept his house in power through sheer will. Without him, Jaime has one hand and no allies, Tommen is a soft boy, not a king to fear.
ROOSE: The Queen will be enraged.
BAELISH: Queen Margaery adores Sansa. Cersei is Queen Mother, a title whose importance wanes with each passing day.
It seems that even historians are debating this.
That said, Huffington Post asked some experts what they thought and got some conflicting answers. Nancy F. Cott, Jonathan Trumbull Research Professor of American History at Harvard University, told the outlet that Sansa and Tyrion were no longer married due to a lack of consummation. However, Ruth Mazo Karras, Lecky Professor of History at Trinity College Dublin, had a conflicting answer.
"Consummation was not necessary for a marriage," Karras said. "As long as both parties are of age, not too closely related to each other and all other things that would make it a valid marriage, once they have said their vows, they are married and they stay married. Even if they separated, they wouldn't be able to marry anybody else."
Littlefinger seems to assume that the marriage is no longer valid/never was.
Furthermore, the professor went on to say that she believed Ramsay and Sansa's marriage was invalid and adulterous and that she and the Bolton son were never fully married. That said, it seems like Littlefinger had a different interpretation, since he handed Sansa over to the Boltons back in Season 5 with the assurance that the Stark was still a virgin.
So, as far as we know, there is no easy answer.
