Wolfox: Some of the Paradox titles have that - Europa Universalis III: Heir to the Throne, Crusader Kings, possibly Victoria. King Arthur has marriages, but I'm not sure if they are the royal, diplomatic kind. And, as someone mentioned before, the Total War games have that (some of them, at least - Medieval for sure).
Crusader Kings sure has. It is one of the main feature of the game, given it focuses on dynasties and not on countries.
EU : HTTT have them, but with no level of detail whatsoever. You just link the Royal Family of your country with another Royal Family in one click. Boring.
Heroes of Might and Magic 5 (awful) scenario starts with a (love) mariage being crashed by some demonic dude.
King's Bounty has mariage as well, and funny one. You can marry a zombie, a frog-turned-princess, some succubus, a piratess or a (female ?) dwarf.
I married the succubus :)