However, none of these societies allowed gay marriage, as far as I know.
You have to be careful with terminology here. Let's say that in some society it's acceptable for a man and a woman to live together and have regular sex. The society calls this relationship by the word X. In the same society it is also acceptable for a man and another man to live together and have regular sex. The society calls this relationship by the word Y.
Now, X and Y are different words but by itself that does not mean that this society does not "allow gay marriage". It might mean that all it does is distinguish between two (or more) kinds of "marriage".
To figure out whether a society "allows gay marriage" you probably need to taboo the word "marriage" and define what does your question mean -- most likely in terms of a bundle of rights and obligations that comes with the declaration of some sort of a union between some people.
All known human societies, present and past, have heterosexual marriage: a man and a woman perform a ritual in front of their community and a religious figure or elder, throw a large party with lots of food, and then they go to live toghether and have regular sex, and the community will consider them a family, which entails a number of rights and obligations depending on the local laws and customs.
In many societies a man can marry multiple women, although usually only high status men do it. In very few societies a woman can marry multiple men, usually brot...
Suppose I told you that I knew for a fact that the following statements were true:
You’d think I was crazy, right?
Now suppose it were the year 1901, and you had to choose between believing those statements I have just offered, and believing statements like the following:
Based on a comment of Robin Hanson’s: “I wonder if one could describe in enough detail a fictional story of an alternative reality, a reality that our ancestors could not distinguish from the truth, in order to make it very clear how surprising the truth turned out to be.”1
1Source: http://lesswrong.com/lw/j0/making_history_available/ewg.