They are not even mentioned by their first names. In this image from X2....
...seen on Stryker's computer, we see a list of known mutants. Near the bottom, you see a listing for "Maximoff (2)". That would imply a familial relationship.
Truth is, there are A LOT of neat Easter Eggs on that screen. Sadly, this image isn't the clearest in the world.
According to the Marvel Movie Wiki, this character
seen in "X-Men Origins: Wolverine" is Pietro, although I don't know if that's "official". I don't think he is listed as such in the credits, and the wiki doesn't even know the name of the actor. However, his appearance and powers match Pietro, so I guess YMMV.