TL:DR There are no confirmed instances, but given the scarcity of pure-blood families it is likely that at least one marriage between a Slytherin and a Gryffindor took place merely through lack of options
Magical opinion underwent something of a shift after the International Statute of Secrecy became effective in 1692, when the magical community went into voluntary hiding following persecution by Muggles. This was a traumatic time for witches and wizards, and marriages with Muggles dropped to their lowest level ever known, mainly because of fears that intermarriage would lead inevitably to discovery, and, consequently, to a serious infraction of wizarding law.
Pottermore - Pure-Blood
The entire premise for my answer comes from this quote above and the fact that typically but not always Families have a traditional Hogwarts House. The fact that the majority of wizarding families had to breed among themselves leads me to believe that there was a greater chance of a Slytherin to Marry a Gryffindor. With a limited number of families to choose from anyway, and then ideally finding someone you are somewhat interested in reduces numbers significantly.
It's almost important to note that whilst Slytherins (at least the ones we know of) tend to be of a more pure-blood wizard only marriages, we know that Andromeda Tonks married a muggle, as did Isla Black. This seems more uncharacteristic for a Slytherin than Marrying a pure-blood Gryffindor (which as far as we know could be a School only rivalry).
I have found no absolute confirmed instances of a Slytherin and a Gryffindor marrying. I have split my answer into three sections.
- Possibilities Taken from Canon
- Canon Black Family Tree Marriages (The one JK Drew and Auctioned)
- Non-Canon (film) Black Family Tree Marriages
Although it could be stated that the film tree is also canon as JKR drew it, I believe if she was 100% happy with it she would have included it in her charity auction drawing
Possibilities Taken From Canon
Fleamont Potter (James's Dad) and Euphemia (Last Name Unknown)
All we really know about Euphemia is that she must have been a pure-blood as James was a pure-blood which leaves us with very little to go on.
Minerva McGonagall and Elphinstone Urquart
Through all her early years at Hogwarts, Minerva McGonagall remained on terms of friendship with her old boss at the Ministry, Elphinstone Urquart.
and fond of her much older boss, Elphinstone Urquart
Both Excerpts can be found on Pottermore - Professor McGonagall.
Minerva and Elphinstone met at the MoM, it is unlikely that Minerva would have held any Hogwarts House prejudice towards Elphy, now we know that Minerva is a Gryffindor but I couldn't find anything about Elphy's House unfortunately.
Canon Black Family Tree
Taken from here.
A lot of my reasons for suggesting the following were pairings of Gryffindor and Slytherin falls down to our current knowledge of the family names and their Hogwarts House.
Callidora Black and Harfang Longbottom
Presumably this would be Nevilles Great Grandfather and Great Grandmother. We know Neville is a Gryffindor and that his father was also brave enough to fight Voldemort and never give up any secrets even under Cruciatus (leading me to believe he was also a Gryffindor). Whether or not the rest of his ancestors were Gryffindor is speculation but It seems likely enough to me.
Lucretia Black and Ignatius Prewett
This would presumably be Molly's Father, given the time stated on the black family tree. Again it is possible from the family name that he was a Gryffindor.
Cedrella Black and Septimus Weasley
This would be Arthur's parents, which again leads us to the same speculation of a Slytherin (Black) and Gryffindor (Weasley) paring. I think it is stronger here considering that out of all the Weasleys we know they are all in Gryffindor.
Non-Canon Black Family Tree (Film)
Charlus Potter and Dorea Black
Again another Potter marrying into the Black family, which is another possible G -> S marriage.
Marriages that have no leading evidence towards a Slytherin and Gryffindor union but has a tiny slither of hope.
Sirius Black and Hesper Gamp
Whilst we have no knowledge of the Gamp family other than one of them created the laws of transfiguration, I thought it was a possible pairing (perhaps more likely a Ravenclaw)
Belvina Black and Herbert Burke
Who are most likely the Parents of Mr.Burke from Borgins and Burkes. Probably Slytherins with their Dark Arts and Items! shakes fist
Charis Black and Caspar Crouch
Barty Crouch Seniors Parents, I don't believe it's known what house Barty Crouch was in. I presume Junior was a Slytherin considering his Death Eater ties.
Cygnus Black and Druella Rosier
Evan Rosier (Modern Day Rosier) was a confirmed Death Eater.
1) Licorus Black and Magenta Tripe
2) Jimbo Blishwick and Misapinoa Black
3) Cygnus Black I and Ella Max