Pietro carries Wanda like this when they both need an expedited form of travel.
The Hulk arguably carries Natasha like this when he is bringing her to safety on the helicarrier. "Arguably" because he's so massive that it's not the typical bridal carry— his hands are big enough that he can hold her in his palms like an adult would hold a small pet.
Vision catches Wanda in his arms when the city landmass is detonated and starts dropping.
Pirates of the Caribbean: On Stranger Tides. When Syrena's box breaks, and she gains legs, Philip carries her. It's quite touching.
Kick Buttowski: Brad pulls off a literal version of this in "Bwar and Peace", where he's seen carrying his Viking bride around after their wedding.
Not exactly "carrying", but Peter Pan catches Wendy a couple of times like this. Later, he does the same with Wendy's daughter Jane in the sequel Return to Neverland.