I'm from just north of Pittsburgh and this is definitely the custom around here. I've never been to a wedding where there wasn't at least one, and usually more, cookie tables. WQED tv just did a special cooking show about this--it was great. I can remember my mother, aunts, and cousins baking for weeks/months before the big day whenever a family member was getting married. Used to be you had to sneak them in your purse if you wanted to take any home; now they provide little bags--love it!! I hope this custom continues.
I'll be watching your posts to see if this is just a local custom or if other parts of the country do this. (I'm from a huge Italian family and thought it was just an Italian practice but it's not).