Yes, married people seem to live longer
The apparent pattern that marriage seems to be good for you was first noted in the 19th century. But it has been confirmed in many studies since, though many of those suffer because they don't adequately adjust for other risk factors and, therefore, failt to isolate the effect of being married.
But there are several accessible (ish, some are paywalled) modern studies. The Ben-Shlomo Et. Al. study in 1993 concluded (my emphasis in all quotes):
was greater for all groups of unmarried men.
Patterns of mortality were different in the
subgroups of unmarried men. Widowed men
had a significantly greater risk of dying from
ischaemic heart disease (relative risk(RR)
1.46,95% confidence interval (CI) 1.08, 1.97)
which persisted after exclusion of deaths that
occurred in the first two years. Divorced men
had greater cancer mortality (RR 1.49. 95%
that could not be explained simply by their greater consumption of cigarettes. The initial increased mortality for
single men was no longer evident after adjustment for other risk factors, suggesting that single status in itself may not increase the risk.The risk for single men may have been underestimated, however, by over adjustment for possible intermediary factors.
So men seem to benefit from marriage (this study didn't look at female mortality). But it is worth noting that quite a lot of the risk seems to explained by known lifestyle differences between married and unmarried people. The trouble with many of these adjustments is that they are intended to estimate the independent effect of marriage. But marriage may directly lower people's desire to smoke, eat unhealthy diets and live with little exercise, so adjusting for these factors may underestimate the benefits of marriage.
A more recent review by Kaplan and Kronick in 2006 (paywalled, unfortunately) supports those conclusions. The abstract summarises:
Controlling for demographic and socioeconomic characteristics, the death rate for people who were unmarried was significantly higher than it was for those who were married and living with their spouses. Although the effect was significant for all categories of unmarried, it was strongest for those who had never married. The never married effect was seen for both sexes, and was significantly stronger for men than for women.
Many studies show that the benefit of marriage seems to be larger for men than women (which is only fair as women already live significantly longer ;-) ). A recent (2011) Swiss study (also paywalled) concludes:
The benefit of being married was stronger for men than for women; however, mortality patterns were similar, with higher mortality in divorced and single individuals compared with widowed individuals (<80 years). After adjustment for living arrangements, the gender difference by marital status disappeared. Stratification by living arrangement revealed that mortality risks were highest for 45–64-year-old divorced (HR 1.72 (95% CI 1.67 to 1.76)) and single men (HR 1.67 (95% CI 1.63 to 1.71)) who lived alone. In women of the same age, the highest mortality risk was observed for those who were single and living with a partner (HR 1.70 (95% CI 1.58 to 1.82)). In older age groups, the impact of marital status decreased.
So there appears to be some benefit to women of marriage, though not as much as for men.
A BBC news story summarised much of the evidence thus:
Those who had never married were at greater risk than those who were separated or divorced.
Indeed, the risks of being never married, in terms of odds, rival the risks of having increased blood pressure or high cholesterol.
Never marrieds were 58% more likely to have died than peers who were married and living with their spouse in 1989.
Those who had been widowed were almost 40% more likely to die, and those who had been divorced or separated were 27% more likely to die.
But you have to be careful using those numbers, as the BBC don't report the underlying mortality rate for the groups (a group having a 2% chance of death per year when married might have a 3% change when unmarried giving a 50% higher mortality).
So current evidence suggests being married is good for you, perhaps partially because married people behave in more healthy ways.
NB I expect the literature should contain some good quality meta-analyses and reviews, but I have not yet found any. I will add references if and when I do.