Let’s say, for some strange reason that absolutely effects nothing else in the solar system, something happens (wandering planet, whatever, not important) and Mars is thrown inward and captured by Venus.
Would they tidally lock to each other?
I’m aware of the whole “if we switched Mars and Venus” stuff and asking if Mars would warm sufficiently, but that is stand alone. What would be different, for both of them, if they got paired up?
No little baby planet jokes. 
I’m pretty sure that given at least a slightly deformable object in a stable orbit with no frictional losses no other bodies in the universe, and Newtonian mechanics, the answer is yes eventually anything in orbit will tidally lock to the other.
You need some deformability to get tides. You need to make sure the orbit is outside of any atmosphere or other friction sources to ensure tidal locking occurs before the orbit is degraded and the objects collide. You need no other bodies in the universe to perturb the orbits before locking occurs. You need Newtonian mechanics rather than General Relativity so that the locking occurs before the gravitational radiation of energy causes the orbits to spiral inwards and the objects to collide.
The moon is tidally locked to the earth and I’ve always heard the earth will tidally lock to the moon assuming there is enough time before the sun goes red giant etc.