How do I get a marriage certificate to a non-US citizen?

My fiancé (he's a man) is a citizen of the Kingdom of Saudi Arabia. He wants to get married but we are unsure if we should do so in the US or Saudi Arabia. A marriage license in the USA is not recognized in the KSA but I am unsure if it is the other way around. I have been finding it difficult to find out what the requirements are to get married here. He has no desire to live in the USA (yet) and so would not be filing for a green card. We may end up living permanently in KSA but again, most things are up in the air with both of us finishing post-secondary education (myself a master's and he's finishing his doctoral work). He is planning on coming here to the USA in the summer but we probably won't be able to get married here yet. Also, we wanted a religious (Islamic) ceremony but of course no one will perform one without a marriage certificate first.