The French monarchy (usually) married into catholic Royal/noble Houses, and did marry into Spanish, Italian, Austrian, German, and even Polish royal/noble houses.

The British, as a rule adopted after the 'Glorious Revolution', only married into protestant - usually Dutch or German, and later danish - Royal/noble houses. From time to time, they did marry into Portuguese, Italian, and French Royal/Noble houses. But because of religion it caused the British monarchy a lot trouble at home.

The Russians primarily married into the German and Danish royal house. And since the British married into those houses they are indirectly related.

Who the nobles houses of Germany married depended on their religion. I.e protestant or catholic. The exception was the Russians who was neither. When Germany did finally have a monarchy they tended to marry protestant northern European. There maybe an exception to this but I am unsure of it.

So to summarise, the Southern European royal/noble houses were involved to a degree. Russians never married directly with the British and French monarchy's. And the German royal (or imperial) house never married into the French royal house. And the main reason for this is because of religion.