The only examples I can think of are politically charged (Caesar and Cleopatra) or mythological (Aeneas and Dido, the Rape of the Sabine Women etc) and even these do not give me a clear picture. How would Romans have felt about relationships between Romans and foreigners, especially in the Republic to early Empire?
One epigram of Martial (7.30) in particular comes to mind:
Das Parthis, das Germanis, das, Caelia, Dacis, nec Cilicum spernis Cappadocumque toros; et tibi de Pharia Memphiticus urbe fututor navigat, a rubris et niger Indus aquis; nec recutitorum fugis inguina Iudaeorum, nec te Sarmatico transit Alanus equo. qua ratione facis, cum sis Romana puella, quod Romana tibi mentula nulla placet?
Loeb translation:
You give your favours to Parthians, you give them to Germans, Caelia, you give them to Dacians, nor do you despise the beds of Cilicians and Cappadocians; and to you comes sailing the fornicator of Memphis from his Pharian city and the black Indian from the Red Sea. Nor do you shun the loins of circumcised Jews nor does the Alan pass you by with his Sarmatian horse. Why is it, since you are a Roman girl, that no Roman cock is to your liking?
Of course, with Martial it's hard to see just how serious his criticism is. At the very least, it shows some consciousness towards matters of ethnicity in more.. personal relationships.