There are a number of unusual romantic relationships in comic books, and Scarlet Witch is involved in two of them. Avengers: Age of Ultron featured both Quicksilver (the brother with whom she shared an incestuous relationship) and Vision (the android she married).
Quicksilver is now dead, but both Avengers: Age of Ultron and Captain America: Civil War laid the foundation for future movies to explore the romance between Vision and Scarlet Witch. Leaked photos from the set of Avengers: Infinity War revealed that this could start next year.
The pics showcased Paul Bettany's Vision in human form (probably minus the Infinity Stone) and Elizabeth Olsen's Scarlet Witch in quite an intimate scene. But this might not indicate a relationship. Photos leaked prior to the release of Captain America: The Winter Soldier featured Black Widow and Steve Rogers sharing a kiss that was later revealed to be a ruse to escape HYDRA agents.
An interview with We Got This Coveredas explicitly asked Olsen about a possible romance. Her answer was a bit surprising, considering the level of secrecy around all of the Marvel films:
In any other world I would say, "I don't know." But because there are paparazzi photos that kind of spoil things for fans, I think it's safe to say that we now get to explore that part of the comic book. We get to introduce and really explore their relationship. It creates a really exciting arc for me, and I'm so lucky I get to work with Bettany all the time now [laughs].
It's exciting, because both characters were created with the same Infinity Stone. Of course, we were surprised that there's any time for a romantic subplot in Infinity War, but if anyone can do it, the Russo Brothers can!