i know!
In Always Sunny in Philadelphia Charlie has an unrequited crush on the waitress who won’t give him the time of day. They’re married in real life.
Also, Sweet Dee and Mac are married in real life, but they’ve never hooked up in the show to my knowledge.
He hated her. He formed a club. That episode is still hilarious now they’re broken up.
They did, however, play a married couple on a few episodes of Arrested Development, even if the marriage was short-lived and somewhat accidental. Or was that one episode only? Everything blends in my mind. The point is, I would like to go to one of their dinner parties.
There’s Emma Thompson and Kenneth Brannagh in Peter’s Friends; married at the time, they did not play opposite one another. (Emma played a single woman, IIRC, and was paired up – or tried to be – with Stephen Fry’s character Peter. Ken’s character was married to a woman played by Rita Rudner.)
Though they weren’t married, Emma Thompson later hooked up with Greg Wise, her co-star from Sense and Sensibility, although they did not play a romantic couple there either.
Alison Stern had a brief, blurry cameo as a switchboard operator in Howard Stern’s Private Parts. She was portrayed by Mary McCormack.
Donna Dixon, Mrs. Dan Aykroyd, played Chevy Chase’s hoochie mama in Spies Like Us.
Yep, we are. 
Now, to expose my ignorance…I’ve never seen Fight Club. Explain, please.
Similarly, on Due South, Martha Burns played the mother of her husband Paul Gross’s character. (Earlier in the show, she played an evil Russian spy.)
TV again - **Fawlty Towers **- IRL John Cleese (Basil) was married to Connie Booth (Polly) at the time, but his on-screen wife was Prunella Scales (Sybil).
Another TV example, Corner Gas’s star Brent Butt cast his wife Nancy Robertson, as his employee at the gas station his character owned. I wonder how that one played out at home …
I think it was at least two, possibly three episodes - and yeah, I’d give up an arm to go to a Bluth dinner party!
Not quite the same as the OP, since they weren’t married when the show first started, but… Dexter’s Michael C. Hall married co-star Jennifer Carpenter last year, shortly after the third season wrapped.
Considering they play brother and sister on the show, I doubt they’ll ever end up playing lovers (though I can’t totally rule it out, given how weird and creepy the plotlines can get).
Michael Douglas and Catherine Zeta-Jones in Traffic.
Ha! I actually meant a Poehler/Arnett dinner party, but yes, the Bluths seem to be a lively bunch as well.
In the wrestling world, Kevin Sullivan booked his wife to play alongside Chris Benoit. Nancy Sullivan and Benoit ended up getting married, and that ended badly.
From Heroes: Ashley Crow (Sandra Bennett, Noah/HRG’s wife and Claire’s mother) is in real life married to Matthew John Armstrong (the late Ted Sprague, he of the radioactive hands).
Not exactly what the OP was looking for, but in Knocked Up the writer/director Judd Apatow’s wife, Leslie Mann, played Katherine Heigl’s sister who was married to a character played by Paul Rudd (and the their children were played by Apatow and Mann’s real life children).