When Roseann Sdoia was gravely injured in the Boston Marathon bombings in 2013, Michael Materia, a firefighter, was the responder who took her to the hospital. They were strangers at the time, but he has rarely left her side since.

In December, the two decided to get married. And on Wednesday, they took on an entirely different kind of challenge together: walking up the 1,576 steps to the observation deck of the Empire State Building in Manhattan to raise money for the Challenged Athletes Foundation — an organization that has played a major role in Ms. Sdoia’s recovery.