For a time, they were... This was in the Don Blake era. But, relationships change.

I miss this relationship aswell. My favorite pairing for Thor. Writers ruined it though. For a time Sif was dead.. I'm not sure what's going on with her now. They made her an obsolete character.

According To This - Following the death of her brother, Sif took his job as the Guardian of the Bifrost. When Thor joined Galactus in his battle against the Black Winter by helping the cosmic being consuming a number of planets, Sif assisted Thor in his mission. However, when Beta Ray Bill tried to stop Thor, thinking that the God of Thunder and Galactus were destroying planets for no reason, Thor destroyed Bill's Stormbreaker and was about to kill Bill, until Sif intervened. Thor tried to order Sif to step aside, but she refused prompting the Herald of Thunder to attack her with Mjolnir, but Sif used the Bifrost to transport the hammer to Jotunheim. She told Thor that he was forgetting who he was and that he was afraid. After that she and Bill went to Asgard.

BashengaTheFirst In Case You Didn't Know