Yes, Bob and Joan had a very tight romantic relationship around roughly 1964 through 1965. It has been written about by Joan in her own autobiography "And A Voice To Sing With" (excellent book!). It has also been written about in the recent book "Positively Fourth Street" (well worth reading). It has also been alluded to in the following songs:

By Dylan...

Queen Jane Approximately
She Belongs To Me
Visions of Johanna
and maybe...Sad Eyed Lady of the Lowlands (but Dylan says that one is about Sarah, his wife...well, maybe it is, and maybe he's fibbing a bit when he says that)
And probably a few other Dylan songs too, but that's up for debate

By Joan...

Oh, Brother!
Diamonds and Rust
Winds of the Old Days

Yo' book awready been written, man! Know'msayin'??? :-)

- LH