Dude, check out this excerpt from Sly Cooper Wiki about Carmelita.
"Carmelita arrived at Kaine Island, the site of the Cooper Vault, to apprehend Sly, but was engaged by a mutant tasked by the evil Dr M to stop her and Sly. She saved Sly from the creature with her shock pistol, but was thrust into personal combat with the monster. She survived the battle, and breached the inner sanctum of the Vault during a standoff between Sly and Dr M. She defeated the maniacal Dr, but Sly was struck down with apparent amnesia. Carmelita convinced the thief that he was her partner, and stole away with him as the facility exploded.
She and Sly were spotted on a balcony in Paris by Bentley. Possibly unknown to her, Sly had faked his amnesia to pursue a relationship with her. It is very likely they have lots of sex. "