Not in any previous episodes, they haven't.
But in an up-coming special "truth or Square" SpongeBob states "remember when Sandy and I got married?"
I think that it was just SpongeBob daydreaming because it appeared that him and his friends had been locked in a freezer.
So, It may be just day dreaming, or it could actually be possible. Though, it probably isn't because of everyone's "WHAT!?" after it :)

All the Spongebob-lovers are eager 2 watch the new movie and find out (although he's my boyfriend now) so just watch it yourself. It's on November 6th @ 8:00 pm

i think its true

WEL DUHHH