Percy himself was married to a woman named Harriet. Unfortunately, he fell in love with Mary, and they began to live together. A couple years later, Harriet killed herself which meant that Percy and Mary could finally get married (she had already given him a child, and she was pregnant again).
They spent most of their married life fleeing Percy's creditors, and they also had five children. Unfortunately only one lived to be an adult. Shelley was drowned in a sailing accident, and Mary became a young widow. She is most known for her book Frankenstein, and she also was a promoter of her husband's works.
There is a lot more information I could give you, but to make things easy, I will leave some links that you can look up for more information.
http://www.history.com/this-day-in-history/percy-bysshe-shelley-and-mary-wollstonecraft-godwin-wed
http://www.famouspoetsandpoems.com/poets/percy_bysshe_shelley/biography
http://en.wikipedia.org/wiki/Mary_Shelley#Percy_Bysshe_Shelley
http://www.notablebiographies.com/Sc-St/Shelley-Mary.html
http://www.biography.com/people/percy-bysshe-shelley-9481527?page=1