In Fable II, you have to do a quest called LOVE HURTS. During this quest you will find 3 parts of Lady Grey's body. After you find all 3 parts you will have to make a choice to run away or stay and watch. By staying Lady Grey sees you first and falls madly in love with you. Then you can propose and marry her.
In Fable and The Lost Chapters, you can also marry her. You have to do her tasks she sets you and you will be able to marry her.
In the first fable you start off once you get into bowerstone north you talk to her and give her a black rose. Get a marital home and fight Thunder. Then make your proposal.Oh and be good to her because she might give you a really awsome gift.