In the films, Rogue and Wolvie are the newest additions to the team, both having joined in X1 when they met on the road.
From Wolvie's point of view (not that he would admit it). they have an uncle/niece relationship, but Rogue appears to carry a torch for the beclawed one.
It's a lot more complicated in the comics.
yeah i think an uncle/niece theory is correct as wolverine helps rogue right at the beginning of the first movie. They become close as they have lots in common. I also think they are the best characters (apart from nightcrawler) in the movies.