Artemis (Diana) never married, living as a sworn virgin in the woods where they where they hunted and danced together. These nymphs also showed lovingly care for Artemis’ body, undressing her, bathing her, and expressing other intimacies together.
Depictions of Artemis (Diana) often portray the story of her affection for the nymph Callisto. As Ovid told the story, Artemis loved Callisto, but so did Zeus (Jupiter). So given that Callisto was also a sworn virgin, Zeus disguised himself as Artemis to get in close and seduce Callisto, and then raped her. Callisto got pregnant by Zeus and had a son, who then challenged his mother. To prevent catastrophe, Zeus then put mother and son in the sky as the constellations Ursa Major and Ursa Minor, the Big and Little Dippers.
For more ancient myths that include gay people and gender variation, click here.