Steve has made two movies with Diane Keaton -- both of the Father of the Bride movies.  They have become very good friends. She frequently accompanies him to movie premieres, art exhibitions, and other events.

Were the a couple at any time? Who knows.

San Francisco Chronicle
LEAH GARCHIK'S PERSONALS
Monday, December 4, 1995
THEIR LOVE IS HERE TO STAY?
Leah Garchik

 ‑‑ Diane Keaton and Steve Martin were in Washington over the weekend for the opening of their new movie, ``Father of the Bride II,'' and the Washington Post reported that they requested adjoining rooms at the Ritz‑Carlton Hotel.
 

COMEDIAN Steve Martin is rumoured to be romancing Woody Allen's former love, actress Diane Keaton, after they filmed Father Of The Bride II together.