There are quick and easy ways, and reliable ways. Hiring a lawyer is reliable. Googling "can I copy a marriage certificate in ___" is quick and easy, and unreliable. St. Croix county WI claims that "It is illegal for anyone, including you, to copy Wisconsin vital records". There are a few other Wisconsin governmental sites that support that claim like this. What you really want is to see the actual statute, which you might get by Googling "wisconsin statutes copy vital records", which will lead you to the actual statute. Then read 69.21.
One thing you will note is that there are requirements for certified copies of records, but no prohibitions: that is, the statute does not say "It is forbidden to photocopy a certified copy of a vital record". But wait: a couple of paragraphs down, 69.24 lists penalties, mentions that "if you do X, you will be penalized". Specifically, it is a felony if
Other than as authorized under ss. 69.21 (2) (d) and 69.30 (3),
prepares or issues any paper or film which purports to be, or carries
the appearance of, an original or a copy of a vital record, certified
or uncertified, except as provided under this subchapter or s. 610.50
and except for any hospital which issues any written announcement of
the birth of a person to the parents of the person if the announcement
contains plain notice that the announcement is not for official use.
So it turns out to be true in Wisconsin, but it's not quick and easy to verify the claim. In Washington, "No person may prepare or issue any vital record that purports to be an original, certified copy, or copy of a vital record except as authorized in this chapter", which means that you have to read the chapter to see if there is authorization for you to make a photocopy of an uncertified copy, for insurance purposes. As far as I can determine, nothing specifically allows making your own copy. The general rule is, look for actual citations of statutes and not unsupported conclusions about what the law says.