Thank you Woodchal and Sdup26 for your replies. I have looked at all the online records I can think of, (including dustydocs) but have come up blank for this marriage.
Oddly the family appear to be enumerated twice for the 1860 Federal Census. In addition to the details noted by Woodchal there is also:
Henry Allen M age 45 seaman bn Mass
Fanny Allen F age 30 seamstress bn Isle of Man
Lora F Allen F age 4 California
Matilda Allen age 2 California
Anne L Allen age 1 California
United States Census, 1860", database with images, FamilySearch(https://familysearch.org/ark:/61903/1:1:MDKH-PXZ
: 13 December 2017), Henry Allen, 1860
Note: Matilda was baptised Matilda Julia. Both are for San Francisco District 10, so I’m not sure why they would have been counted twice, although I am confident they are definitely the same family. In this entry Frances and Henry have different ages from that given in the previous entry and Henry's place of birth is Massachusetts, not Connecticut.
On later census details their children all give different places of birth for their parents too, so sadly this is not reliable information.
They also had a son – George Parker Allen born 1865, and I have traced his descendants into the twentieth century, but without the marriage of Frances and Henry I am stuck getting back any further.