My fiancé and I are looking to get married in a few months in another state other than where we live. Do we need to obtain a marriage license in that state in which we're getting married in or do we need to apply for one where we live which is MN.

You need one from the town you are getting married in

You will have to get the marriage license issued prior to the marriage ceremony in that different state. If they don't offer the option of getting married the same day as the license is issued, you may have to go there a week or so before the ceremony and get the license then. Most licenses are good for 30 days, others are good up to 60 days. Please check with the clerk's office at the town where you want to get married so you understand the waiting period or no waiting period and the expiration dates of the license. Also ask them what sort of ID is required also or any other paperwork that is needed.

Also check and see if you will need to do blood tests, etc. Essentially, you want to know all the rules for the state that you are going to be married in.