My sister and I have the "you're related?!1?" issue. Nobody outside the family can tell, even if they know us both.
I'm tall, slightly pudgy, with a rounder face and long, thick, wavy, dark hair. I also don't wear make-up and tend toward jeans, sweaters, and scarves. She's short, stick-thin, angular face, and thin, straight, light hair that she keep cut short. She's all but obsessed with her make-up and wears ornate skirt/corset ensembles.
I could understand it, but we're both single, have the same last name, the same parents, refer to each other as our older/younger sister, all that jazz. Even after all that we still get "you're *blank's* sister?".