It is narrated from Sayyiduna Ibn Abbas (may Allah be pleased with them both) that the Prophet (peace and blessings of Allah be upon him) married Sayyidah Maymunah (may Allah be pleased with her) while he was in the state of Ihram.
Hadith Referenceمسند احمد / ومن مسند بني هاشم / 2587
Hadith Gradingحکم دارالسلام:صحيح لغيره، وهذا إسناد حسن