* Charles, Prince of Wales: Married to Camilla, Duchess of Cornwall (second marriage for both)
* Anne, Princess Royal: Married to Timothy Laurence (second marriage for both)
* Andrew, Duke of York: Divorced from Sarah, Duchess of York
* Edward, Earl of Wessex: Married to Sophie, Countess of Wessex
So, to answer your question:
* Charles: Married
* Anne: Married
* Andrew: Divorced
* Edward: Married