What I mean by this would the King of England ever marry a Queen of Denmark, or a Tsar of Russia marrying an Austrian Archduchess? I assume it happened but not often, because would the female be forced to pass her titles to the other family in the next generation? Thanks for any answers!
The two most famous occurrences of one monarch marrying another were Mary I of England and Philip II of Spain, and Mary of Scotland and Frances II of France. Both of these marriages were brief due to one of the spouses dying.
Mary I of England came to the throne in 1553 after the death of her half brother Edward VI. Mary had never married before, in part because she was considered an illegitimate child of Henry VIII's after his marriage to Anne Boleyn and the birth of Elizabeth. So, when Edward died without issue, based on popular support and the Will of Henry VIII, Mary seized the throne by right and by threat of force. In order to try and provide for an heir, Mary went about finding a proper suitor to ensure the continuity of her dynasty. She settled on Philip of Spain by October of 1553, but her council and people opposed the marriage. The people held an intense xenophobia of the Spanish match, and feared that should he marry Mary, he would be the reigning monarch. In order to circumvent this, Mary and her Council negotiated a compromise with Philip's father Charles V. If Mary should predecease Philip, he would have no claim on the English throne (Edwards, Mary I: England's Catholic Queen, pp. 156-157). Ultimately, this would be the end result when Mary died childless after two failed pregnancies in 1558. Elizabeth would go on to inherent the throne of England, but had no authority in the Netherlands or Spain. She did, however, consider Philip to be an ally and potential suitor during the succession crises of the 1550s and 1560s, though how seriously she considered marrying Philip remains a debate among historians.
Mary Stewart, Queen of Scotland became the reigning monarch in minority at less than a month old. Scotland was ruled by regents until the 1560s. In 1548, the ruling Scots wanted to make a stronger alliance with France, and therefore agreed to have their queen Mary marry the French heir Frances. At the time, Mary was five and Frances four years old (ODNB Online, "Mary, Queen of Scots" by Julian Goodare). Mary transported to France in early 1548, and became a foreign queen to Scotland. She was adopted by the French ruling family, and the two were betrothed to one another for ten years. The two married in 1558, and the negotiated marriage was much more favorable to the French crown than had been the case between England's Mary and Philip. Mary (of Scotland) signed documents ensuring that Scotland was an independent kingdom ruled by the same monarch as France (Frances II). The documents also stipulated (and this was concealed from Scottish oversight) that should Mary die before Frances and without issue, then the French heir would inherent the throne of Scotland. This agreement also provided for significant numbers of French troops to be garrisoned in Scotland, putting the nation under de facto French military occupation. The combination of Mary's francophilia, her husband's title to the Scottish monarchy, and the French garrisons drew resentment from the Scottish nobility and commoners. When Frances died in 1560, Mary was forced to return to Scotland to rule a more hostile homeland. Moreover, by 1560 the Protestant Reformation had made significant strides in the preceding decades, creating religious tensions between the very Catholic Mary and her nobility. The end result was incredibly complicated, but it ended with the infant James VI (later James I & VI of England) ruling over a deposed Mary, and Mary would go on to have her head removed by an English axe.