One novel on the list:
Oscar and Lucinda by Peter CareyRead about another novel on the list.
It is easier to make non-consummation credible if you set the action in the past (see above). The "lovers" in Carey's novel, set in Victorian England and Australia, are a clergyman and a proto-feminist, making their union even more difficult to achieve.
Also see: Top 10 works of literature: Peter Carey.