No, but....
If you are a Catholic it would be normal practice to receive the Sacraments in the order that they are to be given. But then, of course, in the NO just about nothing is "normal".
First Baptism. It is prerequesitive for all other sacraments.
If Marriage is to be lived according to the Will of God, one needs the grace of the Sacraments.
Are you thinking of a particular couple? Or is this a general question?