Gretna Green was not the only place in Scotland to which one could elope. It just happened to be the first town over the England-Scotland border on the Great North Road. Scotland's more liberal marriage laws allowed for what came to be known as "over-the-anvil" unions. Basically, all the couple had to do was declare they were married before a witness (often the local blacksmith)...and they were.
These marriages, however, were unlikely to stand up in an English court, especially if one of the parties involved was under legal age to marry without parental consent. In 1856 the law in Scotland changed, requiring the couple to live there for 21 days to make the marriage legal.
*Further reading: What Jane Austen Ate and Charles Dickens Knew by Daniel Pool.
**Photo above is licensed under the CC Attribution 2.0. Pic links to the Wikimedia page that explains.