They started from their home in Indiana and are headed toward San Francisco, where they plan to marry.
But when the couple stopped in Eugene, Oregon, this week for a coffee break, someone stole the bride-to-be's bicycle.
Henige says it had been her home for two and a half months and now she's wondering what to do now.
The two say they'll make it somehow to their wedding in San Francisco.
They've been chronicling their journey on a blog, and collecting footage for a documentary.