Either as a cultural custom, or a one-off dynastic alliance? (Yes, I know this skirts the prohibition against cherrypicking historical anecdotes, but I figure this is such a vanishingly-rare-to-nonexistent occurrence as to limit the effects of cherrypicking).
Ifi Amadiume's wonderful book Male Daughters, Female Husbands discusses gender and marriage in the Igbo town of Nnobi, Nigeria. In this society marriage between women was actually a fairly common occurrence into the British colonial period. This took place through changeable gender roles. Women could be identified as "male daughters" if this was expedient for their family, for example if their father had no male son to inherit land. Male daughters became ritually male and could take wives and own land. If their wives had children they would belong to the female husband, allowing her to continue the family line and keep wealth and property in the family. Women who were married to men and were not considered male daughters also took wives. Older women married other women to get out of sexual and domestic responsibilities to their husbands-- their wives would have sex with and cook for their husband so they didn't have to. Really rich women could also marry wives to get out of responsibilities.
These marriages were not necessarily same gender and we couldn't call them lesbian, since they were based on the different gender roles that village women took on. Amadiume argues that in many cases a woman taking a wife was essentially buying a servant, so it's unclear if there was a sexual component to the marriages. From my reading of the book I think at least some of the marriages between women had a sexual component.
I would be hesitant to try to fit these marriages into European frameworks because of the complexity of the system and the important differences between, say, marriages between royal children in medieval France. However I believe these marriages did qualify as arranged, same sex marriages.