As for sleep, he slept on a mattress without sheets—it was his abandoned marriage bed—or in the hammock, covered by his coat. (1.3)
Herzog doesn't do himself any favors when he retreats to his Berkshire house to stop thinking about his failed marriage to Madeleine. There are reminders of her all through the place, including the bed they used to share.
His friend, his former friend, Valentine, and his wife, his ex-wife Madeleine, had spread the rumor that his sanity had collapsed. Was it true? (1.6)
Madeleine didn't just divorce Herzog. She also got together with his best friend and tried to have Herzog committed to an asylum. How's that for a clean break?
Theirs was not a marriage that could last. Madeleine had never loved him. She was telling him that. (1.44)
Madeleine tells Herzog she never loved him, although she might just be saying that now that the love is gone. Her Aunt Zelda, for example, insists to Herzog that Madeleine loved him in the beginning. But that's the problem with love: it's tough to prove when it is or isn't there.
She was thirty-seven or thirty-eight years of age […] and this meant she was looking for a husband. (1.108)
Ramona sounds like the perfect woman for Herzog. But he's afraid of getting involved with her because he knows that marriage is waiting in the background of every word she says to him. But it's hard for him to get into the mood when Ramona's goal is so obvious, even though he does like her.
Wanda rejected the suggestion of a divorce. She was perfectly satisfied with her marriage. She said it was all any marriage could be. (1.151)
After Madeleine throws him out, Herzog travels to Europe and has an affair with a married Polish woman named Wanda. Wanda can't stand her husband. But the moment Herzog suggests she leave the guy, she refuses. In her mind, having affairs is fine, but divorce isn't.
[We] were asked to suggest topics for new lecture courses and I said what about a series on marriage. I might as well have said "Currants" or "Gooseberries." (2.2).
When Herzog compares a course on marriage to a course on currants or gooseberries, he's putting marriage on the same level as boring, unimportant subjects. Either that, or he just thought about marriage at random.
"No, while you were still married." Zelda's mouth tightened. (2.61).
Aunt Zelda isn't blind. She knows that Herzog probably cheated on Madeleine while he was married to her, and this makes him much less of a victim in the eyes of us readers. The book never totally confirms the accusation, but Herzog's reaction suggests there might be something to it.
Phoebe had only one business in life, on aim, to keep her husband and protect her child. (2.204)
Phoebe Gersbach knows deep down that her husband Val is cheating on her. But she'll do whatever it takes to make sure her marriage to him doesn't end. Even when he flaunts the affair in front of her, she won't give in. To her, family duty trumps personal feelings.
He exclaimed mentally, Marry me! Be my wife! End my troubles!—and was staggered by his rashness, his weakness, and by the characteristic nature of such an outburst, for he saw how very neurotic and typical it was. (3.4)
Herzog knows that Ramona is an easy answer to all his problems. She's beautiful, she worships him, and he's totally on the rebound. But deep down, he knows he'd only be asking for trouble if he dove headfirst into a marriage with her.
She was aware that her relations with Gersbach offered grounds for a custody suit and she would therefore make the most of his present weakness—his idiocy. (8.273)
Madeleine knows that her affair with Val has weakened her case in her divorce with Herzog, which is why she'll use any opportunity that comes up (like Herzog's car accident) to gain more leverage over him. For her, marriage might be love; but divorce is war.