Those who are closest to the two brothers are their catgirls-ladies who are both cat and human, usually having the shape of a woman with feline features like fur, cat ears, and a tail. They are companions and (to various degrees) confidantes who catalyze (no pun intended) important actions of their humans. They feel very strongly about the one they adore, and will do anything for their sake, though Folken is more explicitly willing to use this to his advantage.
Merle is a young catgirl, probably about the same age as Van. Although the exact circumstances of her befriending Van are never explained, it seems they have been together since they were both very young. The earliest scene with them together is when he jumps off the roof to test his wings and even Folken appeared very young then too. It was quite probable that she was his only close friend with the exception of his brother (who was quite older than he was) and Balgus (who was more of a father figure). Later Van tells Hitomi that, with the loss of his parents, Bargus, and his brother (whom he considers a traitor), the only person he can call family is Merle.
His lack of friends most likely arises because of his position and duties, as opposed to a personal preference. He does appear lonely and he eventually becomes friends with the members of the ka-tet (a group pulled closely together by the 'fate' of the story), even if it happens quite slowly. Still he is rather withdrawn and closed off from everyone except Merle and (eventually) Hitomi. In this sense, Van is much like a cat himself, stretching out only when he feels completely safe.
She is very protective of Van, even to the point of being willing to fight for him. She tries to stay behind when Dilandau attacks Fanelia, but an older woman with more sense grabs her and pulls her away from the battle to safety. Even so, she risks the dangers of the forest to find him, even though she gets captured in the process. Later on when Nariya and Eriya are about to get him, Merle stands in front of their giant forms to protect him. Although it wouldn't have done much good in most cases, the catgirls identify with her feelings for her friend and retreat, at least for the moment.
Merle knows she is Van's best friend and is very protective of the position, especially from other females, specifically Hitomi. Hitomi's response to Merle is less than friendly since, well, she is a catgirl, and Hitomi was unaccustomed to animal people and found them (understandably) shocking. This wasn't helped by Merle's jealous, catty (pun intended) attitude or her tendency to insult the strange girl from the Mysterious Moon. Naturally the back and forth between the two girls leads to comical situations such as the scene when they are both sick from plant poison. Also, Merle has a tendency to steal Hitomi's things which, while funny for the audience, is rather annoying for Hitomi, in response to which Hitomi calls her a "cat-burglar" (pun also intended). Still, Merle isn't an unkind person and when the strange girl is in real trouble, she does her best to help, even if it means telling her precious Van-sama so he can save her.
Her closeness to Van makes her very perceptive of his feelings, even if he is very confused. She knows how he feels about Hitomi, and even though it may hurt her to see him fall for another girl, she can't stand to see him suffering. When Hitomi takes a sudden trip home, Van is deeply hurt he doesn't want to admit the full impact her disappearance has on him. Alone, he looks up sullenly at the sky, but it isn't until Merle tells him he should go to Hitomi and confess his feelings because she will return them, that he decides to hop on Escaflowne and go back to Earth for her.
While Merle remains his closest friend, his heart belongs to another. She doesn't seem to begrudge Hitomi's place anymore, partially because she want Van to be happy and partially because she has grown to like Hitomi. She gets to stay by his side and because of that, she will be happy.
Nariya and Eriya have a slightly more ambiguous relationship with Folken than Merle has with Van. While their feelings for their master are extremely clear, his feelings for them are shrouded in haze as dark as his cloak. Although he clearly cares for his feline companions, he isn't nearly as devoted to them as they are to him.
Nariya and Eriya are the names Folken gave them, not the ones they were give at birth. They lived with their parents when they were young until one night when a bunch of men came and slaughtered everyone except them. They escaped to the edge of a cliff were they made a last desperate stand against the men. The girls are of an extremely rare breed of catpeople and apparently would be very valuable. They went over the side, certain they would die except suddenly they were scooped up in a pair of great arms belonging to a man with giant, white wings. He put them down safely on the ground, but they were still terrified and started biting his human hand. He shut his eyes briefly as his only expression of pain, but never tried to make the frightened children stop. Seeing the gentle expression on his face, they stop biting and are willing to listen to him. He has passed their test of trust and offers to take them with him where they will be safe. Their love for their protector starts from that moment and lasts until the very end.
The catgirls train very hard to become the perfect weapons for their beloved Folken, always trying their best to please him. When it appears Dilandau cannot capture the Dragon, Folken decides to use his weapons who will actually obey his orders. Not only are they terribly skilled, but also very lucky. This gives them an advantage, but it still isn't enough for them to obtain their objective.
Hitomi and Van are get closer to understanding their feelings for each other, and this is a threat to Folken and Dornkirk's objective so Folken comes up with a way to break them apart. He asks his catgirls for help but this is a very special mission that requires only one of them. Who ever comes with him will get a kiss, a reward they have no doubt dreamt of for a long time. They flip a coin and the winner gets to act out the part of Hitomi while Folken plays the role of Allen. Folken and Nariya stand on a black sort of bridge while a giant machine somehow causes the scene to be acted out with the real people.
Van insults Hitomi with his fumbling confession that he wants her… powers and she is very hurt and perhaps even disappointed. After all, what did she think he was going to say… The rain starts pouring down and she is caught without a jacket. Van goes looking for her, but the machine starts working. Allen is standing on a bridge and Hitomi goes to him. Folken bends down to kiss the catgirl, and with the moment on her, she seems rather shy and even hesitant but he is very kind and gentle with her and they kiss, as so Allen and Hitomi. Hitomi sees them and is terribly hurt. His hair is soaked and hanging in his face, but it can't hide the pain that is clearly written across his face. The machine worked, at least for the moment.
The Eriya is terribly jealous, and in a training fight she pins her sister who in turn brags about her earlier victory. The sister seductively tries to kiss her sister hoping that it will be like vicariously kissing Folken. Sadly, Nariya confesses that it wasn't as sweet as they had hoped it would be and that, while her sister would still have the fantasy, she knew that Folken didn't really love them. Now they are both forced to decide what they really mean to Folken.
Folken probably loves them, though maybe not in the way they hope he will. He cares for them deeply, but he is still willing to use them to gain the power to end wars and killing, just as he is willing to hurt his dear brother. Considering he hurts everyone he cares about to achieve his mission, it isn't surprising that he would hurt (even unintentionally) his precious catgirls. Right now, no cost is too much, but he will soon be forced to pay the tab and he will finally understand the full price of what he has done.
What ever his feeling may be for them, he still has needs their help in capturing Van, whom they seem to hate for making their Folken suffer. Folken wants to fill them with new blood from the luckiest people in order to make them Luck Warriors, which they quickly agree to do. Their luck gives them even more of an advantage but soon the plan backfires and their bodies reject the blood. One of the sisters is able to escape, but the other has to abandon her suit, though is successfully kidnaps Hitomi on foot. Still, she is very sick and Hitomi could escape at anytime, but she is concerned for the catgirl and tries her best to help her. She is suspicious, but perhaps she sees a bit of Folken's kindness in her and at the last moment lets her go.
Soon both catgirls die at Folken's feet which clearly upsets him but Dornkirk's response is that they served their purpose and there is no need to be concerned with them anymore. Folken is outraged and takes off from the burning ship, having seen the bloody truth behind his and Dornkirk's plan. The sacrifice his catgirls made for him was not to be treated so cavalierly because they had been special to him. Because the catgirls helped him see the truth, he was able to leave Dornkirk and return to his brother.
In the end, the image of Folken appears to Hitomi and Van and he is whole and happy again with his catgirls in his arms. Both Van and Folken are at peace with themselves and both have their faithful felines at their sides. The catgirls are happy as well, knowing that their humans are no longer in pain.