church record located in Darmstadt or Nassau

My ancestor was born 1849 in Hillesheim, Darmstadt, Hesse. As Hillesheim is in the province of Nassau now, would the church records be in Hillesheim, Darmstadt or Nassau?
 
and here the marriage record for the parents:
http://www.archion.de/p/a937d6e712/

July 8, 1842
Adam Schiele, shoemaker,
legitimate unmarried son of the late Jacob Schiele, hatmaker, deceased in Oppenheim(*)
and of his wife Margaretha Holzhäuser
to Eva Maria Braun, legitimate unmarried daughter of the late Ma⟨r⟩tin Braun, deceased here,
and of his wife Augusta Wilhelmina Zimmer

(*) https://goo.gl/maps/qRRtucbUj2TSQWPb6
I cannot thank-you enough! I am new to German research and the language so the translation is very much appreciated.
 
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