I am excluding pairs that married each other (like Gordeeva-Grinkov or ice dance couples like Drobiazko-Vanagas).
Some Olympic champions married other Olympic champions. Here is a list that I came up with:
Carol Heiss and one of the Jenkins brothers (David? Hays?)
Ekaterina Gordeeva and Ilia Kulik
Tatiana Totmianina and Alexei Yagudin
That's all I can think of. There must be more.