Greenwich, CT is noted for old wealth and high society. So a marriage announcement for a Pryor wedding in Greenwich can be assumed to be a society event. The marriage of Jacques F. Pryor was announced in the New York Tribune in January 1921, stating the family was from New York and Greenwich (a double-barreled proclamation of social status!). Follow this link to view the original newspaper on the Library of Congress website:
https://chroniclingamerica.loc.gov/lccn/sn83030214/1921-01-16/ed-1/seq-43/#date1=1836&sort=relevance&rows=20&words=Pryor&searchType=basic&sequence=0&index=17&state=&date2=1922&proxtext=Pryor&y=0&x=0&dateFilterType=yearRange&page=33
But these Pryors weren’t always living on the East Coast. Jacques F. Pryor was living with in his father’s household in 1910 in St. Louis, MO. His father was Samuel Frasier Pryor. On the 1910 Census his grandmother Frances Frasier Pryor (nee Bailey) was was also living in the household. Frances Bailey married Joseph W. Pryor in 1850 in Fayette County, VA. They later lived in Marion County, MO. There is an unsourced bio of Joseph W. Pryor www.genealogy.com/ftm/p/r/y/Daniel-Corbit-Pryor/WEBSITE-0001/UHP-0161.html that states his parents were William Pryor and Charity Bynum.