Oh, yes. The main difficulty we have today is in puzzling out which roommates/really good friends were something more, and which were just that. I'll quote from an older comment of mine from a Tuesday Trivia below ...

Romantic friendship is one of those topics that comes up here from time to time. Basically, "romantic friendship" is the term used by scholars and in the eighteenth and nineteenth centuries for very intimate friendships (usually but not solely between two people of the same gender, and usually but not solely two women) that were characterized by very tender language, professions of love and devotion, and sometimes even co-habitation. People tend to fall into two camps over them:

One camp says: the way we express friendship today is not the objective and only way to express friendship. People during this period genuinely believed that close friendships should border on romance, and that it was admirable for two women to be so attached to each other that they cried when they parted and wrote letters about how they're counting the hours until they meet again, etc. It was completely possible for these to have been romantic but not actually romances in the sense of the word today.

The other camp says: these were most likely actual romances. If we saw a letter from a man to a woman in 1847 that stated

... the swelling within me of my love for you, the pride I have in you, the majestic reflection I see in you of the passions and affections that make up our mystery, throw me into a strange kind of transport that has no expression but in a mute sense of an attachment which in truth and fervency is worthy of its subject.

(as Charles Dickens wrote to William Macready on November 23 of that year), we would generally assume there to have been a relationship with a sexual component, so it is inconsistent to treat relationships between two men or two women differently. Sexualities other than heterosexuality existed in the past but have gone unnoticed except when the people with them were charged with criminal offenses for acting on them, which also tends to bias the record toward men who were attracted to men. Just because outsiders to these relationships catalogued them as friendship doesn't mean that we have to be similarly ignorant.

I tend to fall between the two camps myself. While I personally incline more to the second - when I read a letter between two participants in a Boston marriage (two women living together for decades, supposedly just banding together as two spinsters) the romantic love just leaps off the page - it seems unlikely to me that every single romantic friendship was actually a romance that other members of society simply didn't pick up on, especially given the criminalization and extreme disapproval of same-sex romance and sex. Georgians and Victorians weren't total innocents! It's not as though it would have never occurred to anyone that two male friends who lived together and made grand gestures toward each other might have The Wrong Kind of Friendship. Plus, I have to admit that modern day buddy movies often end up showing the same kind of thing in their bromances.

My conclusion? That we should be open-minded about both the possibility of erotic romance in historical situations where we can't 100% know what happened, but that we should also remember the hundred other ways that people in the past weren't just "us but in costumes".

To jump back up to the second to last paragraph - it was an absolutely normal thing for two upper-class or upper-middle-class women to live together and be known to have intense emotional feelings for each other. It was not seen as ideal, as women of this period were supposed to get married to men and raise children, but people did not automatically assume that they were romantically involved. There is an excellent online exhibition, Light is Given to Discover Onward Things: Lucy Maynard Salmon and Adelaide Underhill, which explores one of these ambiguous relationships, with quotes from their letters. Dr. Anya Jabour has also done work reconstructing the love triangle between Sophonisba Breckenridge, Marion Talbot, and Edith Abbott, three academics of the University of Chicago, which was noted and remembered in much the same way. Early-nineteenth-century Halifax was home to the famous Anne Lister, who lived for many years with Ann Walker as "close friends" while actually having an active sex life. There are also the Ladies of Llangollen. And there are countless other examples (though none as well-documented as Lister and Walker, thanks to a set of coded diaries).

In the early twentieth century, though, this was becoming less accepted. To be really broad about it, prior to the end of the nineteenth century, it was common for those who even bothered to think about the topic to categorize same-sex attraction/romance/sex as things that people did, and then with the rise of research into sexuality in the latter half of the century, the idea of a homosexual or "inverted" identity was born and became more well-known to the general public. Previous generations had had no problem accepting that two women could have a pure and platonic love for each other that precluded marrying men and sharing their lives with other people, but a greater knowledge of the fact that some women did want to have sex with each other and did not want to have sex with men at all led to greater suspicion of women who lived lives without men. By the 1920s, "Boston marriages" were becoming very uncommon.