In the 1800s it really depended on your social status and how much money you had. People with a lot of money could afford a larger house, and therefore had a master bedroom suite with 2 rooms that adjoined one another. The wife had her own room, the husband had his own room, and there was a door connecting them for "romantic interludes". If you were a peasant, chances are you didn't even have bedrooms. Your living quarters were more than likely a 1 room cottage where everyone slept in the same room. People slept together out of necessity.
I grew up in the 70s and my parents shared a bed until they got older and were having trouble sleeping. They got separate beds because my dad liked no covers and my mom was always freezing.
My husband, who was my high school boyfriend, thought it was weird and always used to make fun of them. Well, we are now about the age they were at the time, and guess what? We're not only in separate beds, but separate bedROOMS! He snores like a freight train, and refuses to admit it's a problem. He wakes me up, and then I wake him up to get him to stop snoring. So about 8 months ago he moved into the guest room.
As far as how things are portrayed in the movies and on TV, keep in mind that before the 70s there were censorship laws that prohibited TV and film makers from showing a couple in the same bed. I Love Lucy, Dick Van Dyke, Leave it to Beaver...all showed the adults in twin beds in the same room. This was NOT because this is the reality of the day, but because network censors didn't want to show an unrelated man and woman sharing a bed, even though they were protraying a married couple on the show.
If you've seen movies set in the 1800s portraying couples in the same bed, it is either because that is what they need to do to make the movie work for their purposes, or it's a "peasant" couple who, in which case that is indeed the reality.