During Paper Mario: The Thousand-Year Door, Luigi is off having adventures that parallel Mario's, only in some far-off place called the Waffle Kingdom. It's more than hinted at that the Princess there is supposed to be Luigi's Peach.
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WARNING: The above post may contain sarcasm and/or sophisticated satire. Any psychological damage sustained is purely your fault.
But yes. I definitely liked FFX a lot and despite my usual dislike of main FF characters (and the fact that Yuna and Tidus are only beat by Rinoa as my least favorite), I liked Yuna and Tidus's romance a lot. Especially the fact that ultimately it goes nowhere. Yay for a non-happy ending for a change.
And then FFX-2 just completely destroys that and ahhhhhhhh did not like it. I will not acknowledge the existence of the good/perfect ending of X-2. I know very few fans of FFX that WILL.
As for Lenne and Shuyin in X-2...I like Lenne a lot and it's a pity that she wasn't in it more. Hell, it's a pity that their plot, which really is the main plot of the game, is hardly touched on at all unless you do a bunch of side missions. Shuyin was a ****ing creepy obsessed stalker-type though and I did not like him.
Gordon Freeman and Alyx Vance in the Half Life 2 series.
Though the romance is light, and it could be argued that it doesn't even exist, I think that what's there is more profound and powerful than any other video game relationship I've encountered.