Can/should I sue for this? and if so how would I go about it?
Suing companies is much harder than Internet comment sections imply. You would need an airtight case for any reasonable lawyer to proceed with such a case. From your post, you don’t appear to have any smoking gun evidence that they declined you due to marital status. You can’t win a lawsuit based on a hunch.
Contrary to popular belief, it’s not necessarily illegal to ask candidates about their marital status in the US. It would, however, be illegal if they used the answer to this question in a way that influenced their hiring decision. Frankly, it’s more likely that they were playing the “getting to know you” game with some poorly-advised small talk.
Before you consider suing, ask yourself what you expect to achieve: If you want an easy payout, remember that your lawyers will take a significant amount of anything you receive. If you lose, are you prepared to pay the legal fees yourself? Your lawyers won’t work for free and suing a company is an easy way to accumulate huge legal fees.
When I worked for Kaplan test prep we "auditioned" teachers, asking them to teach any topic for 5 min. One candidate was great, but had a thick accent. One of the managers made the mistake of telling him we would not proceed because of the accent. He sued because of discrimination based on national origin and Kaplan settled for about $100k.
When I left my old company as director of engineering I recommended one of the team as my replacement but the CEO declined, saying there were "communication issues" (the team member is deaf). I told him what the CEO had said and recommended he sue. They also settled out of court.