It's funny, when I see sibsets that work, they're often not names I actually like...
Good ones I've come across:
Janine and Lorinda
Oscar and Sofia
Samuel, Philippa, Nicholas (Sam, Pip and Nick)
Nathan and Ava
Cameron and Sean
When I was younger I knew siblings called Wulf and India.. those names still sound wonderful together.
Other sibsets I love: Violet, Klaus and Sunny (Series of Unfortunate Events)
Lyla and Emerson [from a birth announcement]
Iona and Isla [real]
Kezia and Jasper [real]
Anna and Elsa (Frozen :P)
Cadmium, Saffron, Indigo (b), & Rose is my favourite fictional sibset. I love both Saffron and Indigo now. I also agree with the previously mentioned Harry Potter sibsets, and would add Hugo & Rose.
I was actually thinking of making a post like this but with historical sibling sets. I was reading a book about Americans in Paris and came across Mary Cassatt's family:
Lydia, Alexander, Robert, Mary, and Joseph.