I imagine hyphenation, for both spouses, as a sort of custom would very quickly make us all sound like a bunch of bizarrely named English aristocrats. If Peter Flynn marries Beatrice Mendez and has a kid named Anthony, who in turn marries Alice Glazowski-Chanut, their kid would be named Colin Mendez-Flynn-Glazowski-Chanut, who would then marry Beth Harper-Zhang-Rothman-Wald, and their kid would be named...
The Danish and Norwegian royal families' last name is Schleswig-Holstein-Sonderberg-Glucksburg.