The opera "Carmen", but with polyamory:
Act 1: Micaëla and Don José fall in love and decide to get married. Don José and Carmen fall in love, which is fine with everyone's established boundaries.
Act 2: Carmen and Escamillo fall in love. (Lots of dancing!)
@blinry That required some digging, it's Luminous=Blue by Iwami Kiyoko. It's also yuri, I should probably mention that