Yes, I'm aware of some marriages initially disapproved, but later approved. The present-day head of the house of Wittelsbach (styled as HRH The Duke of Bavaria), for instance, was originally a morganaut, since his parents' marriage did not conform to the existing house standards. However, the union was declared dynastic later on by his grandfather, Crown Prince Rupprecht, who in 1949 recognized his son's marriage: he even made the ruling retroactive.
Rupprecht also declared dynastic the 1919 marriage of his cousin, Prince Adalbert, and Countess Auguste von Seefried auf Buttenheim who, despite her royal ancestry (a grea-granddaughter of Emperor Franz Joseph and Empress Elisabeth of Austria), was of *unequal* birth.
Both rulings have been accepted by other European houses, who have accepted the issue born to them as *equals* for intermarriage. To the best of my knowledge, no real controversy has ensued -- whatever might be said about the 1999 ruling of Duke Franz to remove all marital standards whatsoever (his grandfather approved unions only to royals or nobles). This has affected the Bavarian royal succession, since some morganauts became dynasts, as a result. So even in that house, matters have been not without complications.
But there is a fundamental difference between those cases and Russia: the Romanovs were an enthroned dynasty, when Grand Duke Kirill married without consent. The house was still reigning when, later on, the same sovereign (Czar Nicholas II) retro-approved the union. So nobody can question the dynastic status of his union with Victoria Melita of Edinburgh. It was not as though anybody was in a position to approve his own marriage, and if you will, after the house was deposed. The legality and validity of the decision is unquestioned.
Because of the tricky nature, then, I focused only on those cases where the head of a non-reigning house married in accordance with pre-World War I standards. I feel positive that the examples I cited would have been approved, even if the houses had still been reigning, and the marriages would have been subject to the approvals of their sovereign fathers or grandfathers.
Margrave Berthold of Baden, for instance, never reigned. But even if he had been an enthroned sovereign acting in accordance with existing house laws, it is near certain that he would have approved the marriage of his elder son (Maximilian, had he been only the heir and not the head of the house) -- notwithstanding potential reservations over religion (Archduchess Valerie Isabella of Austria-Tuscany being a Roman Catholic).
Approval of a marriage by the head of the dynasty is a tricky thing.
If marrying someone not approved by the head does not exclude the dynast but only the children of the match you always run the risk of a later Head of the dynasty or the dynast becoming the Head of the dynasty and retro-actively approving of his/her own match.
We have seen examples of marriages being first not approved and later receiving approval. Nicholas II first disapproved of the marriage of his cousins Cyril and Victoria, formally on them being cousins but later did approve the match. This and the behaviour of Cyril during the revolution did not help his line when they became the pretenders to the Russian crown.
The marriage of Xavier de Bourbon-Parma to Madeleine de Bourbon-Busset was not approved by his brother but his nephew later declared it dynastic leading to Xavier and after him his son and grandson becoming the Head of the Parma branch of the Bourbons.
The Savoy-dynasty provides another problem what if no clear consent is given or denied. Vittorio Emmanuele's marriage to Marina Doria was never formally stipulated as unapproved by his father Umberto II. VE was not stripped of his title Prince of Naples, one of the titles used in the Italian dynasty for the crown prince. The result of the lack of approval or disapproval by Umberto has opened up a divide in the dynasty resulting in two pretenders to the defunct throne of Italy.
I know that the sine qua non of the dynastic status of a royal marriage is the consent of the sovereign or head of house. So one presumes that when it is an enthroned sovereign who marries, no consent is required or sought (the Netherlands being an exception, where it is Parliament which grants or withholds consent, meaning that even a sovereign's marriage is subject to the approval of an external party).
Yet, it is worth noting that conscientious sovereigns have consulted house laws and marital standards: Czar Alexander II of Russia, for instance, honored the Fundamental Laws by withholding the title of Czarina to his morganatic second wife, Princess Catherine Dolgurosky.
Even if there are no official laws requiring *equality* (in Sweden, princes used to be prohibited from marrying commoners, but enthroned kings could marry whomever they wished), or official consent from an external party is not required, sovereigns with a sense of noblesse oblige are nonetheless known to consult their governments (perhaps requesting unofficial approval), when marrying after being enthroned. We have seen this in the cases of the present king of Sweden and prince of Monaco, to name just a few examples.
Unfortunately, King Leopold III of the Belgians did not act so honorably, when contracting a controversial second marriage to the commoner Lilian Baels during wartime. Even though *equality* has never been formally required in the house laws of royal Belgium, and only the sovereign's consent is officially required (not that of Parliament or the prime minister), the union has never been regarded as dynastic. Consider that the second wife was never styled with the title of Queen. At most, the issue born to the marriage have been styled with the title Prince(ss) of Belgium, with the qualification of Royal Highness -- just like their mother. All this has led some legal experts to interpret the situation as a paradoxical case whereby a king married without his own consent. There actually was historical precedence for his -- the earlier example of the second marriage of the notorious King Leopold II.
These cases underscore the fact that not even kings are entirely above the law. Certainly, when they are bound by official house laws practically written in stone (e.g. Russia), they have no choice on the matter. Not even the emperor autocrat Alexander II could circumvent the Romanov laws regulating marriage.
Matters are even more complicated, when one is dealing with deposed dynasties whose house laws cannot be easily changed. The heads of such houses have no choice but to enforce the marital standards prior to deposition -- which is easier said than done. Look how the late Archduke Otto of Austria, for instance, was pressured into eventually abandoning all standards for the imperial house of Habsburg.
Nevertheless, he did his best to hold on as long as possible, to maintain pre-World War I standards, which was what he did for the first few decades as head of the house. There have been others like himself, who married after succeeding as heads of non-reigning houses. I thought of coming up with a list of such persons -- i.e. those who were unmarried when assuming headship, and who were obliged to consult *antiquated* house laws regulating marriage later on, when they themselves wed, and for the most part honored the said laws.
Aside from Otto von Habsburg (who in 1951 married Princess Regina of Saxe-Meiningen), other examples coming to mind are the late Grand Duke Vladimir Kirillovich of Russia (notwithstanding the controversy surrounding the status of the Bagrations: he approved his own marriage in 1948 to Princess Leonida, on the grounds that they were a royal house, and hence his *equals*), Margrave Maximilian of Baden (who has been head of that German grand ducal house practically forever: he succeeded his father in 1963, when still a bachelor; afterward, he married Archduchess Valerie Isabella of Austria-Tuscany); and Prince Georg Friedrich of Prussia (whose wife, Sophie, is a born princess who came from a mediatized house).
Can anyone name other examples of non-reigning heads of houses who approved their own marriages (contracted after succession), on the basis of pre-World War I standards? I deliberately excluded the Duke of Braganza and the Crown Prince of Albania from the list, because their marriages would not have been acceptable by the standards of older generations, regardless of whether *equality* is officially required by their particular houses.