Ooh! Aragorn and Arwen.
Arvedui and Firiel are even closer, they're both descendants of Elendil.
For relatively
close blood-ties, Dior and Nimloth share an (unnamed) set of great-grandparents. I guess Elrond and Celebrian are related, too - Nimloth is Elrond's grandmother, and Celebrian's first cousin. Galadriel and Celeborn you mentioned - their grandparents are siblings (Olwe and Elmo).
Barahir and Emeldir are both fifth-generation descendents of Beor; theyr're the only example I can find among the Edain, though I wouldn't be surprised if there were others.
Sam and Rosie are both four generations down from Holman the Greenhanded, and it looks like their siblings Marigold and Tolman (respectively) got married as well. Merry's wife Estella Bolger is, like him, a great-great-grandchild of the Old Took.
And... crikey. It's a bit hard to trace, but Frodo's parents Drogo and Primula were both great-grandchildren of Gundahar Bolger and Dina Diggle.
... and of course, Tar-Miriel and Pharazon are first cousins, aren't they? I bet that's the closest (other than Nathan and Nina or whatever their names are).
hS