If you are married to a girl and mashaich comes, wil you be married to her in the world to come or you start all over?!?
According to the Rambam (Laws of Kings 12:1), the natural world we know will continue to exist in Moshiach's times. So yes, marriages existing now will still be in effect when Moshiach comes.
Even according to the opinions that it will be an era of miracles and of a new natural order (Ramban), we'll still be physical creatures with bodies.
Rambam also makes a distinction between "the world to come" and "the times of Moshiach". "The world to come" (shamayim/olam-haba) refers to a spiritual world separate from our physical world. Our neshama goes to "the world to come" after we die and waits there until the times of messiah and resurrection (& I think if you die after the resurrection, you go back there).
When you get married, your neshama is bound to your wife's and you are like one person. So there is a permanent connection made in the spiritual realm as well as in the physical world, so the bonds of marriage also still hold in messianic-times/post-resurrection/the-world-to-come.
A divorcee who remarries will remain married to her second husband upon Resurrection. There is a difference of opinion as to the status of a widow who remarries.