Romania and Liechtenstein haven't really admitted how they feel though they have strong feeling for each other.
They get along very fine and Romania looks out for her always (Especially when he helped her get away from Switzerland with Moldova). Romania first met her when she was first meeting Moldova.
Liechtenstein feels very fond of Romania and enjoys his company. She is very sweet to him and helps him out with things sometimes. Romania really likes Liechtenstein and would do anything for her. He is very over-protective and trys to protect her from Switzerland, which he don't know that's her brother. Liechtenstein may look like she doesn't like him but in her heart she has very strong feelings for him, and for Romania, he just hope Liechtenstein likes him.