Getting a government marriage license and being in a valid legal marriage are two different things*, although there is often a lot of overlap.
Sweden and Brazil will LEGALLY marry HALF siblings under certain circumstances. I’m not aware of a government that will knowingly issue marriage paperwork to full siblings. In some places, the basis on which such paperwork is issued is birth certificates. If your birth certificate and her birth certificate indicate you share one or both parents, the marriage would be denied on those grounds.
Even if you could manage to get government paperwork issued despite the laws, this would be considered another crime if you were discovered by authorities to be in an invalid (according to them) marriage, and the marriage would be legally nullified.
Some of us are seeking to change laws so that there will be full marriage equality. Until then, if you want to marry your sister you are probably best off:
- Having a private ceremony. Only have people there you trust with your life (unless none of them know you are siblings, but even then, you run the risk of having pictures/video circulated to someone who DOES know). There are ordained clergy members who will perform a ceremony.
- Make up your own marriage certificate.
- Consider each other spouses and treat each other that way (much easier to do if you’re living where people don’t know of your relation).
- Consult a family law/estate planning attorney who can arrange for you to be as close to legally married as possible. DO NOT tell the attorney you are lovers. Rather, tell the attorney you want to be legally responsible for each other over and above any other relatives. You want joint accounts, you want power of attorney/medical power of attorney, you want to be reciprocal beneficiaries, inheritance between the two of you, etc.
Consider this. You haven’t witnessed the wedding of every married person you know. And even if you were at their wedding, you probably never saw any legal paperwork regarding them marrying. There are countless people in your life you accept as married, solely on the basis that they have introduced themselves/each other that way, or have behaved as spouses. You can live as a married couple on a social level, as well. Friend and neighbors aren’t going to ask for your marriage paperwork. This is especially so if you’re living where people don’t know you as siblings. Just be careful not to state in any legal paperwork that you’re legally married, because if they need to verify that, it can be a problem.
*In some places, people can be considered legally married if they have lived together as partners long enough and aren’t legally married to anyone else, despite never having filed any marriage paperwork. However, this isn’t yet applied to siblings, unfortunately.