Yes, your wife (or husband) can apparently get kidnapped, but in the many many hours I played while having a husband on my property, I never saw said mythical kidnapping occur. Unfortunately, my husband became too brave for his own good and tried to defend my home from a bandit raid... and in the chaos, I killed him myself by accident!
That said, I wouldn't let that detail stop you from acquiring a spouse. However, something to keep in mind: you can't re-marry once your spouse dies... which sucks.
(Sorry that I don't know more about it.)
Happened to me once! I hadn't seen my huspend for some time. Then I was throuwing away unimportant letters from my inventory, and found one that said something like: "Thank you, it was very nice to meet your lovely huspand Moth. Actually we liked him so much, we took him with us (to some bandit camp). If you want him back, pay us gold"
So I went to bandit camp, killed everybody, didn't see Moth anywhere. But he appeared home after awhile, happy end!