We knew that. I don't think we know exactly how he came to be not married to her.
'Shindig'
Lost: OMGWTF POLAR BEAR
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Do we know he's no longer married?
I suppose we don't, really.
It's been implied, but never said outright.
My money is on him finally waking up and fleeing when she set up a huge altar to icons of him in their home.
The fact that he cries inappropriately whenever he thinks of her must mean something Really Bad happened to her and/or to their marriage. Probably means he blames himself for the whatever.
If the blonde woman among The Others turns out to be her, though, my brain may explode.
Do we know he's no longer married?
I think he said "Not anymore" when asked if he was married by the chick who took the gun off Sawyer. Flashback scene in the airport bar.
I, too, thought there was something that told us he wasn't married anymore, but I couldn't remember what it was. Airport bar scene sounds right.
What we don't know is whether he's widowed or divorced, and if divorced, who was the one doing the leaving.
I'd wager she dumped him because of his humorless Captain Hero Doctor Jack schtick.