In Heavy Rain, it is possible for a Madison and Ethan romance to develop over the course of the game.
When Madison first meets Ethan after the Bear Trial, she merely feels pity for him and decides to help him into his room. As they are strangers to one another, you have the choice to guide him to his room and leave or help him with his injuries. If you choose to help Ethan, he and Madison start getting to know each other.
They meet a second time after the Butterfly Trial, when Madison is passing by Ethan's motel room and realizes the door is open slightly. She peers in to see Ethan lying unconscious on the floor of his room. She helps him to his bed and treats his wounds. He slips into an unconscious state once again and Madison waits till he awakes. When Ethan awakes they talk about Madison's past and her insomnia for a short period of time, and then Madison asks Ethan why he's in such a state. Ethan quickly shrugs off the subject and asks Madison to leave.
The third time they meet, Madison follows Ethan to find out what he is up to, finding out on her way that the police are doing the same. Madison finds Ethan in a building after he completes the Lizard Trial and tells him the police are after him. Depending on the speed at which you act, Madison can help Ethan escape the police.
The fourth time they cross paths, Ethan has just completed the Shark Trial and is distraught because he either killed or couldn't kill a man to save his son. Madison sits next to Ethan and tries to explain how she knows he's not the Origami Killer. She moves in to kiss Ethan, and you can choose to kiss or not to kiss her. Kissing her will lead to a romantic relationship between the pair and eventually, you can choose whether or not you want Ethan to make love to Madison.
If Ethan made love to Madison, when he wakes up he decides to leave without Madison and do the Rat Trial so as to not involve her any further or risk harm coming to her. In his thoughts, he expresses regret for the circumstances of their meetings and wishes they had been different, as he believes he may have had more of a chance with her that way. While picking up his coat after redressing, he finds Madison's notes and realizes she was only helping him because she wanted to write a story about him. The two have an argument, and in a bit of a rare moment of aggression Ethan throws Madison's notebook at her face, though it isn't clear if it hit her face or shoulder since she turned away from him. The argument ends with the player having to choose whether Ethan will forgive or reject Madison. This decision will affect both characters' endings. If Ethan forgives her, Madison will hug him and apologize. If he rejects her instead, he will tell her that she used him, and that he will never be able to trust her again. Once Ethan has made his decision and Madison leaves and spots the police, the player can choose to have Madison call Ethan's room (207) to warn him, or hurry off on her motorcycle.
If Ethan and Madison later are the only two to make it to the warehouse, Ethan's dialogue toward her will reflect earlier decisions. If Ethan was unable to find the address but Madison did and informed him of the location, regardless of whether they are in a relationship or not he will thank her for finding the address. If he kissed her, he will apologize for not trusting her, whether or not he forgave her afterwards. Ethan will always save Madison from Scott Shelby in this outcome if she survives long enough, regardless of their relationship's status. Likewise, Madison will always be able to warn Ethan about the police if all three characters make it to the warehouse.
If you do the romance scene with Madison, both she and Ethan survive, Shaun is saved, and you forgive Madison then the two will date/marry. This is shown when they buy a house, with Madison replacing Shaun's mom, Grace.
If you do the romance scene and Madison dies, Ethan is seen watching Madison's grave from afar while looking upset.
If you do the romance scene and Ethan dies, Madison will be seen watching Ethan's grave from the tree looking sad.
If you do the romance scene with Madison, both she and Ethan and survive, but Shaun dies, and you forgive Madison, Ethan will commit suicide in front of Shaun's grave. Madison will run at him in a futile attempt to stop him, and then cry over his body.