If you believe an anonymous tip over your fiancee, this is not good. How can you believe the tip is reliable if it is anonymous? Find out in what counties your fiancee has lived since she was an adult. Then locate the marriage registries in each county. (This would not take into consideration travel to, for example, Las Vegas or the Bahamas to get married.) You might wish to hire a licensed private investigator to do this for you as an investigator might have access to records that you do not. However, you are now chipping away at the trust which is a cornerstone to a good marriage so until you get this straightened out, you probably should not plan a wedding.
If you are concerned about her past and her lack of honesty you two should enter counseling. Many people do this BEFORE marriage. An investigator can betters serve you then a lawyer.
You need to hire an investigator to find out where your fiance lived during her life. Then you need to have them check with the counties where she lived for a divorce. Make sure you give the investigator enough information toake a thorough check. Full name, SSN,maden name etc.
Then after you have spent a ton of money on that go get some more money and seek out the services of a competent psychiatrist so he can examine you prior to you getting married.
Good Luck to you.