My husband was previously married and had 3 children. He since divorced and he an I have been married for 19 years I had 2 children from a previous marriage. We did not have any children together. At every family reunion his first wife is still listed before me. Is this correct.

It would make a difference, such as this, if it were a wedding of one of her/his children, then it is proper to have her listed first, and visa versa. However, you are with him now so you should be listed first at family reunions.