In good old Dempsey and Makepeace , there was excellent tension between them during the whole series. Dempsey wanted to win her over, but Makepeace was cooling him down all the time ;-). Did they finally managed to have some intimacy together? Or did they even sleep together?
As the Wikipedia article cited in the question says,
Much of the show's draw came from the good natured "will they or won't they" interplay and a suspected slowly evolving romance between the main protagonists, made possible by the obvious chemistry between the two lead actors. The show ended with an episode directed by Michael Brandon himself where Dempsey and Makepeace are forced to confront at least some of their feelings for one another.
That sounds like the answer is no; but to make it explicit, we have the following from an IMDb user review:
My only complaint is that they never got together romatically and I think that they should have.
However, there is a kicker to this story (described nicely on this fan page): As mentioned, there was "chemistry" between the lead actors, Michael Brandon (Dempsey) and Glynis Barber (Makepeace). A year after the show ended, having been separated by work at various locations, they decided to renew their partnership and make it permanent in real life. They married on 19 November 1989, and are still together after more than twenty-three years.