In Dragon Blood, Tisala is totally embarrassed when everyone makes comments on how much Ward admires her, and that he's clearly going to marry her. She's in love with him, but very reluctant to acknowledge that he might love her back, as she's not very pretty, and has all those scars from fighting and he'd probably prefer her to act like a friend, because men never ever see her in a romantic way ... while he's been wanting to ask her to marry him after he saw her fight the first time.
Edgar Rice Burroughs generally had oblivious heroes. Special mention must be made of Tan Hadron, the hero of A Fighting Man of Mars, who actually managed to not realize he was in love with Tavia instead of Sonoma after 1) he had seen beautiful women and the first comparison that had popped to mind was to Tavia, 2) he had been betrayed, and when he realized it was Sonoma and not Tavia, his first words were that he was glad it was not Tavia, 3) After which he begs Tavia never to leave him as he cannot live without her, and 4) he had taunted Sonoma for her cowardice by saying he had fallen in love with someone else, a slave girl, and someone else had pointed out he had obviously been talking about Tavia. Indeed, he denies it then — although admitting a few days later.
In Sandy Mitchell's Warhammer 40,000 novel Scourge the Heretic, Mordecai is oblivious to the attraction that Keira, another character in the Inquisitor's retinue, feels for him. Partly because it is expressed in a rather truculent manner (until another woman points out to him that it could be attraction), partly because Keira, who was raised in a Sex Is Evil cult, does not realize it herself until she accuses Danuld of wanting to sin with her, and he tells her that he can tell that he doesn't have a chance because of Mordecai.
In Dorothy L. Sayers' Gaudy Night, when Lord Peter Wimsey is being criticized for how he spends his life, Harriet Vane snaps back: perhaps he catches murderers for fun, but he does it, and he could be killed, and many innocent people have reason to thank him for it. She reflects afterward about what her reaction shows about her own attraction.
Bluefur in Bluestar's Prophecy also evokes Firestar Syndrome throughout the book. It takes three different cats to get her to admit that Thrushpelt has feelings for her, despite the fact that he was frequently staring at her, inviting her on patrols, and cracking jokes that only seem to irk her.
Not to mention the fact that she didn't even realize her own not-so-subtle attraction to Oakheart until he confessed his love to her.
One story in Mack Reynolds' Section GSpy FictionIN SPACE! had Li Chang Chu abandon subtlety, pointing out to top agent Ronny Bronston that they were alone together in a stateroom with the door locked and no other demands on their time. Particularly funny in that he'd been hot for her about as long as she'd been for him, but didn't think he had a chance — despite being well aware that women found him very attractive. He just didn't realize this woman did, too.
Robert A. Heinlein's Juvenile books often had young male protagonists that were oblivious to girls. They were otherwise intelligent, so either they were just blind to people or just not interested in females. However, one of his stories (The Menace From Earth) it's not the male who is oblivious but the girl. She is very upset when her best friend and future business partner develops a crush on a tourist she is guiding (the 'menace' of the title) but only because it will 'break up the firm' - yeah, sure. Also a case of Everyone Can See It; the girl's best friend, the 'menace' herself, etc.
This was a case of Executive Meddling — Alice Dalgleish, children's book editor for Charles Scribners & Sons, had very firm opinions on how much "suggestive" content was "proper" for juvenile novels ('zero' being the highest permissible level), and ruthlessly quashed anything Heinlein wrote that even remotely hinted that teenage males might possibly have a sex drive. Heinlein didn't even try to write romance into his stories until after he changed publishers and stopped writing juveniles. (The Menace From Earth was not first published by Scribners, note.) Also, even though Dalgliesh was an extreme case, virtually no editors in the 40s and 50s would approve anything but the most ultimately chaste romance material for young adult novels.
It may have been Executive Meddling, but the girls in the stories were practically ripping their clothes off and the guy was just utterly clueless. "Gee, why did she take my side against her own uncle and risk everything for me and spends time with me and is always ready to help me with anything I need?" "I guess she just wants to be my very good friend". HELLO?!
Ron is totally oblivious to Hermione's feelings for him until the sixth book or so. This is especially apparent in the fourth book, when Ron is desperately trying to find a girl to go to the ball with and suddenly remembers that Hermione "is a girl too". Hermione is upset that Ron didn't think about her immediately and she goes with Viktor Krum from the Bulgarian school instead. Ron is angered by this but doesn't realize the realreason for his anger, even though Harry does.
Also, in their childhood, Lily to Snape.
And of course, Ginny Weasley fancies Harry since the very first book (it's more obvious in the second one, though) but Harry doesn't even acknowledge her until much later.
Well, in book 2 he seems to realize she likes him, but by book 5 she's dating other people and he's bummed to be suffering from an Unrequited Love Switcheroo. It turns out she's still into him, though, and they eventually get together.
In the Ravenloft novel Vampire of the Mists, young priest Sasha is oblivious to the huge crush the thief Liesl has on him. Partly because he was so in love with Katya (who's really The Mole), but after he realized that Katya is really a werewolf....
In Child of the Hive Drew is oblivious to Rachel's crush on him for most of the first part of the book. This is mainly due to Rachel's nerves, meaning she struggles to approach him.
The whole point of Swedish youth novel "Det är så logiskt, alla fattar utom du." (Rough translation: "It's so logical, everyone gets it except you.") Nerdy boy and cute girl are best friends since always. The boy is in love with the girl, also since always, but the girl only dates sullen musicians and has no idea her best friend is in love with her.
Despite the numerous things he does for her, Gone with the Wind's Scarlett is completely oblivious to Rhett's love and devotion, and she is similarly unaware and unappreciative of Melanie's friendly affection for her.
One of the main points of Jane Austen's Pride and Prejudice is that Elizabeth thinks Mr. Darcy dislikes her (and she is angry at him, mostly due to misunderstanding) until he bluntly confesses that he is in love with her. Similarly, in Sense and Sensibility, Marianne Dashwood has no idea that Colonel Brandon has been quietly and deeply in love with her since almost the instant they met. Both examples are actually justified - in Elizabeth's case, Darcy's behavior is extremely difficult to interpret; he starts their acquaintance by insulting her (unaware that she can hear him) and mostly expresses his subsequent attraction through stares and Snark-to-Snark Combat. In Marianne's case, she's in love with someone else for most of the story, so it simply never dawns on her to even consider that Colonel Brandon might have feelings for her, and he's so subtle that only her Genre Savvy sister Elinor realizes the depth of his love for Marianne.
In Josepha Sherman's The Shining Falcon, Ljuba intends to use Finist for her ambitions. She insists on this to herself whenever unpleasant thoughts, such as it hurts not to be trusted by him, occur.
Percy Jackson and the Olympians: Percy is increasingly blind to Annabeth's feelings for him, even though they mutually crush on each other for years. His obliviousness is justified by the fact he's inexperienced with girls, insecure about her past feelings for Luke, dealing with other world-changing problems and yeah, is still a normal, slight-dense teenage boy.
In L. Jagi Lamplighter's Prospero's Daughter trilogy, Miranda. Although the one in love with her did explicitly tell her that love between her, a human, and him, an elf, is as impossible as love between a falcon and a dove.
Anne of L. M. Montgomery's Anne of Green Gables series initially spends quite a bit of time hating Gilbert Blythe for his extraordinarily bad first impression, but even after they finally become friends, she remains completely oblivious to the feelings he's been holding for her from day one. When he asks her to marry him, it blindsides her completely. Never mind the fact that the entire town of Avonlea knew of Gilbert's feelings and were waiting with bated breath for them to get married.
Anne actually takes it one step further. Not only is she oblivious to Gilbert's feelings for her, she's also oblivious to her own feelings for him. Not denial. She simply has no idea that she's fallen in love with him, thanks to the highly unrealistic ideas she has about what being in love is supposed to be like.
Alec Lightwood from The Mortal Instruments is a rather... odd example. Despite the fact that he and Magnus were dating, he is caught completely by surprise by Magnus's Anguished Declaration of Love in City of Glass. In his defense, he was still hung up on Jace, and his relationship with Magnus was just supposed to be a casual thing. He gets over both Jace and his obliviousness by the end of City of Glass, though.
Mutual obliviousness in Mort. Mort himself spends most of the book under the impression he's in love with Princess Keli, what with the Rescue Romance and everything. He's wrong. Ysabell spends most of it under the impression she wouldn't marry Mort if he was the last man on the Disc. She's wrong as well.
Mr. Bent in Making Money who doesn't realize that the head clerk Miss Drapes is in love with him. At least not until she comes to get him after a nervous breakdown and he's let his clown side take over. At the end, they do get married in the Fools' Guild.
In Elizabeth Peters' Amelia Peabody mysteries, Amelia spends a whole book completely oblivious to the fact that the 'master criminal' she is tracking down is in love with her. Her husband Emerson, however, is not so clueless and gets increasingly annoyed at both the criminal and his oblivious wife. Hilarity Ensues.
It runs in the family, too. Their son, Ramses, spends a not inconsiderable amount of time pining after their adopted daughter, Nefret, who thinks they are Like Brother and Sister.
As a perpetual child, Peter Pan is literally unable to understand the concept of romantic love, and regards all female characters either with indifference or as potential mother figures. This wouldn't be much of a problem...except that every female character, be it fairy, mermaid, girl or mother, is attracted to him in some way.
In P. G. Wodehouse's Hot Water, Packy sees Jane after his engagement is broken and realizes he's been in love with her all along.
In the tenth book of The Dresden Files, Harry fails to realize that Luccio is flirting with him when she bathes herself topless in front of him (he'd been asleep for hours, but she waited until he woke up), which leads to this immortal line:
Molly is head-over-heels in love with Harry, and he's the only one who doesn't know, despite cutting her crush in him off at the knees when he took her on as his apprentice. In Ghost Story, he realizes the absolute depths of her affection for him, but he's dead.
Part of this may be explained by the fact that his own mentor used the sexual development of both of his apprentices for his own nefarious purposes. That, combined with Harry's own issues with protecting women (especially a woman he sees more like a daughter or niece), means it would be nearly impossible for him to "take advantage of" Molly, despite the tradition to do so among wizards. Said issues may have, you guessed it, arisen from the aforementioned manipulation, plus his lack of a mother.
In the Preternatural Affairs series, which could be summed up as "The Dresden Files if Harry worked for the government", the protagonist is likewise extremely dense. There's even a scene where he's on the run from a murder charge, and sleeping on his partner Suzy's couch, and she beds him down and asks him if he needs anything. And as she walks up the stairs, he notes that her nightie shows off her rear to good advantage. He is physically attracted to her, and they have chemistry, but is unable to see her as more than a friend, even when his other love interest tells him Suzy wants to bang him.
Said love interest herself had to kiss him before he realized she was interested, despite giving him pretty clear indicators for most of their time together in the first book.
Deconstructed in Zadie Smith's White Teeth. Irie (and half the women in North London, it seems) desperately want to believe Millat is this. He isn't- he's just a jerk.
Marius from Les MisÚrables is oblivious to Eponine's feelings for him, being blinded by his love for Cosette.
Katniss Everdeen from The Hunger Games really takes this to a whole new level. Peeta Mellark confesses that he's in love with her on live television, risks his life to save hers on numerous occasions, tells her about when he first fell in love with her, craves her affection and attention, refuses to let her risk her life for him, and later implores her to kill him so that she can win the Games. When she refuses, he removes the tourniquet on his leg so he can bleed to death and thereby make her the winner. After they have taken a third option by threatening double suicide and both gotten out of the games alive, Haymitch tells Katniss that she needs to make people believe she's in love with Peeta or else they will be punished for making the Capitol look foolish. Katniss responds by asking if Peeta has been informed and when Haymitch points out that "he's already there," Katniss thinks he means that Peeta knows they need to fool everyone. It's not until she breaks his heart on the train ride back home that she begins to realize that perhaps he's in love with her for real.
Not to mention, the fact that her best friend, Gale Hawthorne, tells her in the second book he has loved her for a long time, and she was always oblivious to it.
Her obliviousness might be because of her unwillingness to actually find love, after seeing her mother become a shell when Katniss' father died.
Spencer from Pretty Little Liars takes a little while to realize that her academic rival Andrew Campbell has developed feelings for her.
Kaala is this in Dorothy Hearst's The Wolf Chronicles. The reader initially thinks that it's because she's a wolf (and the trilogy depicts wolves very realistically) but then we see other romantic relationships form and it becomes clear she's just clueless.
To clarify: Azzuen starts following her around after she saves him from starvation, and this continues even after they grow up. He becomes extremely loyal to her, even breaking pack laws to support her. He violently drives off another male wolf who expresses interest in Kaala, and later follows her into exile away from, oh, the only family he's ever known. When Kaala starts Took a Level in Jerkass, he snaps her out of it with a speech that basically goes 'I'd like you to be my alpha, but not if you're going to be a bitch about it.' All of the above is narrated through Kaala's perspective, and yet she must literally read his thoughts to realize that he's been in love with her since puphood.
It is justified, though, in that a female wolf, Marra, is similarly loyal to Kaala and does many of the same things. (An elder comments that Kaala is strong, a potential alpha, and it's natural for wolves to follow the strongest among them.)
Corie in Summers at Castle Auburn, painfully so. She doesn't see when someone is in love with her, and she's very bad at figuring out who is in love with who.
Since Idlewild is told from Halloween's perspective it's impossible to guess that Pandora is in love with him until her reveal.
Jem Carstairs probably can't tell that Sophie's sweet on him.
Likewise, Sophie had no idea that Thomas was sweet on her.
The short story Behind the Mask shows how Acatl, the protagonist of Aliette de Bodard's Obsidian and Blood trilogy, used to be completely oblivious to his childhood friend Huchimitl's advances. Instead, he went off to become a priest, who are expected to stay unmarried and celibate. Huchimitl, disappointed, ended up marrying a wealthy warrior in an attempt to spite and mock the oblivious Acatl, but the marriage was not a happy one.
In Wolf Hall, Cromwell hires probable widow Helen Barre into his household so that she can provide for her two children without being separated from them, and they're on pretty friendly terms. At one point, she asks him if he is absolutely sure that her husband is dead and he replies oh yes, go ahead and remarry. It's not until months later that Cromwell realizes she had a specific man in mind for remarriage—and then only because Rafe Sadler married her instead.note As a historical note, Helen's husband turned up a decade later in Ireland, which explains why nobody could find him, and made a big stink about her remarrying. Rafe had to get a special Act of Parliament to make his marriage to Helen (and their children together) legitimate.
El Chavo del ocho: Patty is oblivious of the crush that Chavo, Kiko and Ñoño have over her, or so it seems. Gloria, her aunt, on the other hand seems to be more aware of the attraction she causes to Don Ramón and uses on her advantage.