Disclaimer: References are shown for Tolkien's work; the rest is mine.
Appendix: All in the Family
(Canonical and speculative basis for relationships in this story)
Celeborn & Oropher
According to Unfinished Tales, Celeborn is the son of Galadhon, who is the son of Elmo, brother to Thingol (Elwë) and Olwë. Celeborn's brother, Galathil, is the father of Nimloth, wife of Dior.
I think it is safe to state that Oropher belongs somewhere in the Elwë-Elmo-Olwë family tree, based on two lines in LOTR. The first comes from Legolas, when he is to be blindfolded upon entering Lórien: "I am an Elf and a kinsman here." Tolkien generally used 'kindred' to mean race (as in elves, dwarves, etc), and used 'kin' and 'kinsman' to indicate blood relations. He was not consistent, but since Legolas has already stated that he is an elf in this sentence, it does not make sense to interpret 'kinsman' to mean race - he would be saying, "I am an Elf and an Elf here."
The second line is Celeborn's greeting to Legolas: "Too seldom do my kindred journey hither from the North." As I have just stated, 'kindred' usually meant race. In this sentence, however, that meaning does not make much sense, as it is prefaced by "my" - if "kindred" is intended to mean 'elves', then one would expect Celeborn to say, "Too seldom do our kindred journey hither from the North." As he is surrounded by elves, and greeting the Fellowship on behalf of the people of Lórien, it is strange for him to single out himself (compare with Haldir's statement: "Even our own kindred in the North are sundered from us"). A relationship shared only by Celeborn and Legolas is implied.
There is no room for Oropher among Elwë's descendants, and Olwë's descendants either went to Aman or seem to have ended up near the Sea (more on that later). Oropher's name seems to fit the pattern of Elmo's descendants; it means, as near as I can tell, 'tall birch tree'. Thus, I have invented a second son for Elmo - Elorn - to be the father of Oropher. This makes Oropher and Celeborn cousins. Oropher's mother, in my conception, is Lenwë's sister. This is based on a reference linking Oropher to Denethor, son of Lenwë, and I am afraid that I just cannot find the reference now.
Malgalad (Amdír) and Amroth
I have placed Malgalad (aka Amdír) among Elmo's descendents; here he is son of Galathil and nephew to Celeborn. In Unfinished Tales we are told, "whether Thranduil and Amroth were akin is not now known" (Amroth is the son of Amdír). Malgalad means 'golden tree' and thus fits nicely into the 'tree-names' of Elmo's descendants. Tolkien uses both Amdír and Malgalad to name the first King of Lórien; Amdír (meaning 'high-up elf'?) could be an acquired name, I think, perhaps referring to his position in Lórien.
Oropher's Wife
In Rîn, I created a Noldorin ancestor to explain Thranduil's "golden hair" as described in The Hobbit. Here I relied on Tolkien's revised genealogy for Angrod, son of Finarfin. In The Peoples of Middle-Earth, Orodreth, formerly brother to Angrod, becomes his son, and Gil-galad, formerly son of Fingon (son of Fingolfin), is now the son of Orodreth (and brother to Finduilas). I invented a daughter for Angrod; she marries a Sinda and their daughter, Anórieth, becomes Oropher's wife. In this conception, Gil-galad and Anórieth are cousins (lest the succession of High King worry you, remember that the Noldorin line was strictly paternal; neither daughters nor their male offspring could inherit - so no, Thranduil does not become High King upon Gil-galad's death :~).
Círdan and Thranduil's Wife
Finally, there is the matter of Círdan. There is a hint to Círdan's lineage in The Peoples of Middle-Earth. Here it is stated that Círdan is a kinsman to Elwë, but closer kin to Olwë. Since Elwë and Olwë are brothers, Círdan must then be a descendant of Olwë - perhaps a grandson, since Tolkien certainly would have noted that he is the son of Olwë if that had been his intention. In Rîn, I created a politically advantageous match for Thranduil; here I have made Berinaeth niece to Círdan.
(Canonical and speculative basis for relationships in this story)
Celeborn & Oropher
According to Unfinished Tales, Celeborn is the son of Galadhon, who is the son of Elmo, brother to Thingol (Elwë) and Olwë. Celeborn's brother, Galathil, is the father of Nimloth, wife of Dior.
I think it is safe to state that Oropher belongs somewhere in the Elwë-Elmo-Olwë family tree, based on two lines in LOTR. The first comes from Legolas, when he is to be blindfolded upon entering Lórien: "I am an Elf and a kinsman here." Tolkien generally used 'kindred' to mean race (as in elves, dwarves, etc), and used 'kin' and 'kinsman' to indicate blood relations. He was not consistent, but since Legolas has already stated that he is an elf in this sentence, it does not make sense to interpret 'kinsman' to mean race - he would be saying, "I am an Elf and an Elf here."
The second line is Celeborn's greeting to Legolas: "Too seldom do my kindred journey hither from the North." As I have just stated, 'kindred' usually meant race. In this sentence, however, that meaning does not make much sense, as it is prefaced by "my" - if "kindred" is intended to mean 'elves', then one would expect Celeborn to say, "Too seldom do our kindred journey hither from the North." As he is surrounded by elves, and greeting the Fellowship on behalf of the people of Lórien, it is strange for him to single out himself (compare with Haldir's statement: "Even our own kindred in the North are sundered from us"). A relationship shared only by Celeborn and Legolas is implied.
There is no room for Oropher among Elwë's descendants, and Olwë's descendants either went to Aman or seem to have ended up near the Sea (more on that later). Oropher's name seems to fit the pattern of Elmo's descendants; it means, as near as I can tell, 'tall birch tree'. Thus, I have invented a second son for Elmo - Elorn - to be the father of Oropher. This makes Oropher and Celeborn cousins. Oropher's mother, in my conception, is Lenwë's sister. This is based on a reference linking Oropher to Denethor, son of Lenwë, and I am afraid that I just cannot find the reference now.
Malgalad (Amdír) and Amroth
I have placed Malgalad (aka Amdír) among Elmo's descendents; here he is son of Galathil and nephew to Celeborn. In Unfinished Tales we are told, "whether Thranduil and Amroth were akin is not now known" (Amroth is the son of Amdír). Malgalad means 'golden tree' and thus fits nicely into the 'tree-names' of Elmo's descendants. Tolkien uses both Amdír and Malgalad to name the first King of Lórien; Amdír (meaning 'high-up elf'?) could be an acquired name, I think, perhaps referring to his position in Lórien.
Oropher's Wife
In Rîn, I created a Noldorin ancestor to explain Thranduil's "golden hair" as described in The Hobbit. Here I relied on Tolkien's revised genealogy for Angrod, son of Finarfin. In The Peoples of Middle-Earth, Orodreth, formerly brother to Angrod, becomes his son, and Gil-galad, formerly son of Fingon (son of Fingolfin), is now the son of Orodreth (and brother to Finduilas). I invented a daughter for Angrod; she marries a Sinda and their daughter, Anórieth, becomes Oropher's wife. In this conception, Gil-galad and Anórieth are cousins (lest the succession of High King worry you, remember that the Noldorin line was strictly paternal; neither daughters nor their male offspring could inherit - so no, Thranduil does not become High King upon Gil-galad's death :~).
Círdan and Thranduil's Wife
Finally, there is the matter of Círdan. There is a hint to Círdan's lineage in The Peoples of Middle-Earth. Here it is stated that Círdan is a kinsman to Elwë, but closer kin to Olwë. Since Elwë and Olwë are brothers, Círdan must then be a descendant of Olwë - perhaps a grandson, since Tolkien certainly would have noted that he is the son of Olwë if that had been his intention. In Rîn, I created a politically advantageous match for Thranduil; here I have made Berinaeth niece to Círdan.