Here's what I believe to be the full Apprentice romance history, though I have a feeling I'm missing a few out here:
Series 1: None - every candidate aside from Saira (who had a fiancé) and I think Miranda was already married, and none of them strayed from what I've heard.
Series 2: Syed and Michelle. This one ended in rather tragic circumstances, after the stillbirth of their child.
Series 3: Paul and Katie, which blew up spectacularly in the former's face. Didn't last long after filming ended, and Paul's had some rather choice words about Katie since then.
Series 4: There were rumours that Michael was seeing Lindi, but considering it's since come to light that Michael was in a relationship with Katie Waissel, they're probably untrue (unless he was cheating on her, which wouldn't surprise me).
Series 5: Kate and Phillip, obviously, though apparently they've been on and off more times than the average lightbulb.
Series 6: While there were some rumours involving Chris and Liz, as well as a possible romance between two of the female candidates, I don't think anything was confirmed to have taken place.
Series 7: Glenn and Zoe. Ended rather acrimoniously a few months ago, from what I recall.