Until there is conclusive evidence, all answers to this question will unfortunately remain speculative.
NASA stands by their claim that no 'hanky panky' has ever taken place on their space missions, and my thorough internet research has failed to turn up anything that proves otherwise (if you try searching for 'sex in zero gravity' on Google all you'll find is an obviously faked adult movie called The Uranus Project) .
Although this may have been a slightly taboo subject among the "space community" over the years - it is now considered a vital question in terms of whether humans will ever successfully colonise extraterrestrial environments.
In terms of zero gravity sex, there are two main problems that a couple might have:
1) It would be difficult to get proper friction and thrusting momentum needed to complete the act.
2) Floating around in an enclosed space would be uncomfortable and possibly dangerous.
In terms of humans mating and reproducing in space, there's also the question of whether a human embryo would be able to develop and grow in zero gravity.