Getting married in two different legal jurisdictions  

Not that I know of, provided that you are not intending to marry different persons!

I think that what often happens is that the marriage takes place in one country, with a ceremony to repeat vows or the like, rather than a marriage ceremony as such, taking place in the second.

'getting married' sounds  a simple concept, but there are a great variety of legal marriage relationships across jurisdictions.

@activist has it right. You get married in one jurisdiction. Ask in the second jurisdiction whether that marriage is recognised (vast majority of circumstances). If it is, then a confirmation and renewal of vows is fine.

If not, take advice in the second jurisdiction, but that advice might confirm the need/freedom to go through a second form of marriage.

There is I think a whole convention of recognition of marriages across different jurisdiction. 

@dls It seems to be easier to get married in the second place than go through all the rigmarole of getting the marriage recognised. 

There is no need to have a marriage recognised in a second jurisdiction. Provided there is a treaty acknowledging recognition between the two countries, a certificate from the first (and possibly a notarised translation if necessary) should be all that is needed.