Have they paid the caterer in full? The venue? The band? I suspect they have, or there would be no food, no music, and no place to wed.
I am in general agreement with the others, in that I would shoot the wedding and then enforce the terms of the contract after the fact. (No money = no pictures.) BUT I would make this very clear before the pre-wedding shoot. I would do this in a very positive way, something along the lines of "the contract is in default, and while I am not obligated to either photograph your wedding or return your initial payment, I will uphold my end of the contract by photographing your wedding and you can pay me in full afterward, at which point I will happily provide your photos." I have found that being positive and upbeat almost always improves the situation, no matter how badly I might feel about it (or how angry my wife might be -- been there.)
As an aside, here in North Carolina, the wedding photographers that I know don't ask for or get "deposits." Instead they get a "retainer." My understanding is that there are specific legal definitions of the word "deposit" in a business transaction, and one unfortunate part is that a deposit is fully refundable if the client chooses to cancel the job. A retainer is not. (As usual, I am not a lawyer.) Of course, this is probably different in every American state and most countries.