Pompey the Great appears to have been a faithful and passionate husband. His marriages, however, were probably made for political convenience. In his longest lasting marriage, he sired three children. Two of his other marriages ended when Pompey's wives died in childbirth. The final marriage ended when Pompey himself was killed.
Antistia was the daughter of a praetor named Antistius whom Pompey impressed when he defended himself before the praetor against a charge of possession of stolen property in 86 B.C. The praetor offered Pompey his daughter in marriage. Pompey accepted. Later, Antistia's father was killed because of his connection with Pompey; in her grief, Antistia's mother committed suicide.
In 82 B.C., Sulla persuaded Pompey to divorce Antistia in order to remarry his stepdaughter, Aemilia. At the time, Aemilia was pregnant by her husband, M. Acilius Glabrio. She was reluctant to marry Pompey but did so anyway and soon died in childbirth.
Q. Mucius Scaevola was the father of Pompey's 3rd wife, Mucia, whom he married in 79 B.C. Their marriage lasted until 62 B.C., during which time they had a daughter, Pompeia, and two sons, Gnaeus and Sextus. Pompey eventually divorced Mucia. Asconius, Plutarch, and Suetonius say Mucia was unfaithful with Suetonius alone specifying the paramour as Caesar. However, it isn't clear why exactly Pompey divorced Mucia.
In 59 B.C. Pompey married the much younger daughter of Caesar, Julia, who was already engaged to Q. Servilius Caepio. Caepio was unhappy so Pompey offered him his own daughter Pompeia. Julia miscarried a few days after she had fainted in shock at seeing blood-stained clothing that made her fear her husband had been killed. In 54 B.C., Julia was pregnant again. She died in childbirth as she gave birth to a daughter who lasted only a few days.
Pompey's fifth wife was Cornelia, daughter of Metellus Scipio and widow of Publius Crassus. She was young enough to have been married to his sons, but the marriage appears to have been a loving one like the one with Julia. During the civil war, Cornelia stayed on Lesbos. Pompey joined her there and from there they went to Egypt where Pompey was killed.
"The Five Wives of Pompey the Great," by Shelley P. Haley. Greece & Rome, 2nd Ser., Vol. 32, No. 1. (Apr. , 1985), pp. 49-59.