Didyme was Aro's younger sister. He turned her when he had been a vampire for around fifteen years, in the hope that a biological relative of his would have a power as useful as his. Unfortunately, she turned out to have the ability to make people happy. Dubbed 'The Walking Prozac', she became a member of the Volturi (which at that point probably consisted of her, Aro and Aro's good friend Mr Blotter Acid).
Quite a while later, Aro's new friend Marcus (he wasn't as fun as Mr Blotter Acid, though) fell in love with her. Since she had nothing better to do with her time, she fell back. They spent another unspecified amount of time doing what normal Smeyer couples do - having sex, arguing who's prettier - before they decided to run away together and stupidly decided to ask Aro's blessing. Aro gave it and then killed Didyme as soon as her back was turned in order to hang on to Marcus. Really, she should have seen it coming.
Marcus Still Wuvs Her Edit
Marcus has turned into a 'Apathetic zombie' because Didyme died. He now does absolutely nothing, doesn't say anything, he just stands next to Aro in all his sparkleness (because no character in the book can actually exist without a TWU WUV, can they?).
Actually though, considering that every female character that faces loss tries [and for some reason fails] to kill themselves. The men who face loss [other than that pansy Edward] live on. They don't live a healthy fruitful life, or even a still normal life in mourning, they become walking vegetables.