When it comes to video game characters and romance you think of the one sided love affairs like Amy and Sonic or the princess chasing Mario trying to find Peach in various castles, but were not looking at sunken ships were looking at canon relationships between two characters and to expand on it properly characters that have their own games.
Namco were the first ones to really do this creating Ms Pac-Man as a female counterpart to Pac-Man, however if were going on narrative the only time these two were even confirmed to be a couple is in the poorly made cartoon in the 80s, while marketed as the wife of Pac-Man the lack of innovation in the day provided very little to work with and Ms Pac-Man is all but written out of the franchise at this point but Namco being a clever gaming company made a proper couple from two of their early games, namely Dig Dug and Baraduke, the protagonists being Taizo Hori and Masuyo Toby respectively.

If your not familiar with Baraduke then here's a quick explanation, in 1985 it was a simple shooter where you fly around on a jetpack and shoot lasers in the hunt for aliens, what you may not know is that the ending showcased protagonist Masuyo Toby as a female when it wasn't clear which gender you were playing to begin with, if this sounds familiar then you've probably played the original Metroid where the same thing happens at the end only Baraduke actually predates Metroid by one year but Metroid argubly is the better remembered of the two games.
Taizo Hori and Masuyo Toby became an official couple as of the game Mr Driller in 1999, considering the ages of their three children we can assume the couple married not long after the events of Baraduke but not only were they gamings first official family, first official married couple they were also gamings first divorce.
That's very surprising; this has been backed up in the Mr Driller franchise that serves as a sequel to Dig Dug and further cemented in Namco X Capcom as the two characters have on screen fights between cut scenes, but both parents are supportive of their three children and are always featured in the Mr Driller continuity.
So that's gamings first canon family and since then other than marriages within single games and endings that feature families as an epilogue, no other video game couple has ever existed since where two different video game protagonists have married and produced a child that had his/her own video game as well.
You know I just realized that Wreck-It Ralph's Calhoun and Fix-It Felix Jr might actually be a homage to Taizo and Masuyo, just hope they don't end up divorced in the sequel and if they do, I called it first.