The band Delirious? (the question mark is part of the name) did this in spades. The singer, keyboardist, and drummer all married a sister of the bassist. Only the lead guitarist is not related to everyone else by marriage.
I’ve not been able to discover if this all happened after the band started, or if they coincidentally turned out to all be very musical after meeting through their girlfriends.
I went out with a good friend’s sister for about three years, and it wasn’t particularly problematic, as for all my caddishness I was an improvement over the gallery of nuttters which had preceded me.
It is slightly problematic these days, as even years later she can’t tolerate my company, which means I’ve missed out on a couple of get-togethers with my mate.
Joke’s on you – I tie in closely with the OP.
I started dating my best friend’s sister. He was pretty pissed about it at first, but came around to the idea. She and I have been married for over eight years now.