In victorian times this was very common actually! They called it "romantic friendship." Google it. There are some good articles on it.
Right around the time my best friend and I declared our attraction to eachother, we would sit and just hold hands, stroke eachother's backs, or brush eachother's hair while watching a movie. At that time we were not yet sexually involved, but it sure turned into that pretty quickly! She and I "click" on a very deep level and so it seemed very natural. However, I cannot imagine doing that with any of my other friends. I guess if I felt a deep connection with them though, it could happen.