I've had crushes on guys who had crushes on my sister and ended up dating her. 2 or 3 of them, in fact, haha. To be fair, they weren't dating her when I developed the crush!
All of the times pretty much, I just dealt with it. Sometimes they knew and sometimes they didn't, but either way we still stayed friends and I got over the crush eventually, usually before my sister got over the relationship. :P
Edit: ALSO I HAD A CRUSH ON A GAY GUY ONCE. But he hadn't come out by then so I didn't know!!