The King's Affection - The FL has a twin brother but they are separated shortly after their birth. Shortly after they meet again, the brother is killed by someone who mistakes him for the FL and the FL has to take his place.
Who Rules the World - The FL has a brother, but he's a fairly minor character.
Story of Yanxi Palace - The FL's sister's death is the event that causes the FL to enter the palace.
Arsenal Military Academy - The FL's brother dies before fulfilling his dream of graduating from the military academy. So the FL decides to cross-dress and fulfill his dream for him / in his memory.
Fall In Love - The FL has a half sister but iirc it turns out that the FL's father is not the other girl's biological father, so she's more like a step sister.
Ashi Girl - The FL has a brother that she leaves behind in the present when she travels to the past.
The Rise of Phoenixes - The FL has a brother. I don't remember the details, but the FL had a more important role so I don't think her brother was actually her biological brother.
Not "real" siblings:
The Romance of Tiger and Rose - The FL falls into the world of her script for a costume drama, and she takes over the role of the original protagonist's sister.
The Princess Wei Young - The FL takes another girl's identity and gains half siblings and a cousin.
Lost Love in Times - I don't remember anything about the FL's parentage being mentioned. She lives with mages, and the mages that are her age are basically like siblings to her.
The Blue Whisper - The FL is sort of adopted as a companion to / tool for blackmailing the SML. She's a bit like an adopted sister to him.