In our situation, the guys have been friends for almost a decade and have been in each other's families to various extents. If anything, I was the complete newcomer.
You can tell there's a bit of puzzling out between some of the parents. Some are more curious than others but would never ask. Mine? Well, I've put them through enough through the years. My mother has blatantly told me "there are some things a Mom doesn't need to know." That said, she loves the guys and frequently asks how "my family" is doing.
Where I have more trouble is at work. I work long hours with very traditional people who think nothing of being married several times or boasting of the threesomes they've had after nights at the bar. However, I get the feeling that if it became common knowledge that I was in a committed relationship with two men, I'd have a big, big headache on my hands.
So, as everyone gets engaged around me, I smile and say that no, nothing like that is going to happen with my boyfriend (they know about one, not the other). It's really hard to bite one's tongue, but I'm getting better at it.