I think that in A Song of Ice and Fire, the sisters Catelyn and Lysa Tully married Ned Stark and his foster father Jon Arryn, and that in Red Rising by Pierce Brown, the cousins Darrow and Loran married the sisters Eo and Dio.
There are also examples of romance without marriage:
- In Brunella Gasperini’s "family chronicles", Bruna becomes engaged to Dario, and her siblings Maurizio and Nicoletta date his siblings Tessa and Antonio.
- Some Hunger Games fan fictions are about romance between Katniss’ younger sister Prim and Gale’s younger brother Rory.
- I think there’s something like this in Alexis Bass’ novel What’s Broken Between Us, but I haven’t read it.