The people must have been individually famous before marriage, and have married into the same family. Preferably at the same time, but not necessary.
The classic example is Fleetwood Mac’s Mick Fleetwood, who married Jenny Boyd when her sister Patti was married to Beatle George Harrison, then divorced her and later remarried her when Patti was married to Eric Clapton.
Actor Olivia Hussy and skater Dorothy Hamill were married to Dean Martin Jr., whose sister Gina later married Beach Boy Carl Wilson.
Basketball star Norm Nixon married actress/dancer Debbie Allen, while football star Ahmad Rashad married her sister Phylicia Ayers-Allen (Bill Cosby’s TV wife).
Phylicia was also married to Victor Willis, the cop/lead singer of the Village People.
Karen Lamm was a model and actress before she married, divorced, remarried and divorced Beach Boy Dennis Wilson, hooking her up with Gina Martin.
The biggest “almost” would be Paul McCartney’s engagement to actress Jane Asher, and actress Mackenzie Phillip’s engagement to her brother Peter of Peter & Gordon fame.
As usual with such questions. the whole Darwin-Wedgewood tangle is hard to match. None of the marriages really involves individually-famous members marrying, but you essentially wind up with four essentially-independently-really-famous families marrying into each other. The Darwins, the Wedgewoods, the Huxleys and the Keynes.
Frank Lampard (Snr) in his day was a famous soccer player who played for West Ham and England. His teamate for West Ham was Harry Redknapp who was as a player slightly less famous but then went on to acheive greater fame as a manager (he currently coaches Tottenham Hotspur in the EPL and is regarded as one of the best managers in the EPL). Frank Lampard (Snr)'s and Harry Redknapp’s wifes were twin sisters.
Harry had a son, Jamie Redknapp, who played for Livepool and England and was regarded as one of the best players in the EPL (jamie Redeknapp married British popstar Louise and I think it’s fair to say he was the proto-David Beckham). Frank Lampard (Snr) had a son, Frank Lampard, who currently plays for England and Chelsea and whi is the most famous of the lot and is regarded as one of the top soccer players in the World.
Thomas Jefferson’s extended family included the Lees and most other Virginia aristocracy, but one of his relations- Anne Cary Randolph- who was related to him several different ways by marriage and through lineage- made the best monetary alliance when, after a very sordid and scandalous life even by 21st century standards (including allegations of adultery, incest, and infanticide [not abortion]) she married the much older and filthy rich Gouverneur Morris. (Anne was TJ’s cousin, also a cousin of his wife, and her brother was married to Jefferson’s daughter.)
Brigham Young, President of the Mormon Church and Governor of the Utah Territory in addition to many many other official and unofficial positions (but suffice it to say one of the most powerful men in the 19th century U.S., if limited in geographic scope) and Grover Cleveland both married into the same family. When he was in his 60s he married the 37 years younger beauty Amelia Folsom, whose father was a cousin to the father of Frances Folsom, thus allying him by marriage (if you count it as a valid marriage) to Grover Cleveland. Amelia Folsom Young was by all accounts his favorite of his two dozen or so residential wives and a total shrew who was physically abusive to him and to sister wives, but she was his official hostess (his legal [second] wife, Mary Ann, was a recluse only trotted out for formal occasions] and he built her this monstrosity- and attended her cousin Frances’s wedding reception.