In 1923, Blegen proposed marriage to Elizabeth Denny Pierce (1888–1966), whom he had met in the American School of Classical Studies in Athens; Pierce initially accepted but then broke off the engagement as she did not wish to end her long-term relationship with Ida Thallon. A plan was formed by Blegen, Pierce, and Bert Hodge Hill (who appears to have had unreciprocated romantic feelings for Blegen) that Hodge Hill and Thallon would marry at the same time as Pierce and Blegen, and the four would live together; Thallon agreed on condition that she and Pierce would continue to travel and spend time together away from their husbands, and the two couples married and moved in together in Athens in 1924, in a relationship which they referred to as "the Family", "the quartet", and "the Pro Par" (short for "Professional Partnership").