It's tough to really call Wuthering Heights a romance, since the two lovers spend so much time making each other miserable. Still, we know Catherine and Heathcliff experience some sort of transcendent romantic and erotic connection. Catherine's love for Edgar Linton, however, is so tied to her desire to be "the greatest woman of the neighborhood" (9.59) that their love hardly seems to include any romance at all. Meanwhile, Catherine is so derisive of Heathcliff's social standing that early on in the story she questions his capacity to love at all, asking Nelly Dean, "I want to cheat my uncomfortable conscience, and be convinced that Heathcliff has no notion of these things – he has not, has he? He does not know what being in love is?" (9.97).
Still, Heathcliff and Catherine's fanatical, impassioned affection connects to the nostalgia of their childhood and reaches beyond the grave into the afterlife, so there's definitely a love connection going on. All of the other examples of love – or, more precisely, marriage – are diminished in comparison, except perhaps that of Cathy Heathcliff and Hareton Earnshaw, who seem to enjoy a rare experience of genuine affection and mutual respect.
In the various relationships, Brontë explores the dimensions of romantic, platonic, and erotic love, but mystical love seems to transcend all of them.