This is a bit of a controversial one, folks, so strap in.
The Maximoff twins, Quicksilver and Scarlet Witch, are the children of Magneto. They didn't know this when they joined his Brotherhood of Evil Mutants in Uncanny X-Men #4 (January 1964), but it eventually came out, and it's been the source of many storylines since then, including House of M (2005).
At least...that used to be the case.
See, back when Marvel was selling off the movie rights for all of its characters to whoever would take them, things got a little muddled. There were certain instances where it wasn't clear which rights package characters should belong to. Take Kingpin, for instance; he debuted as a Spider-Man villain and appeared as the primary antagonist in his animated series, but he's also a major Daredevil villain. Where does he go? (Daredevil, it turns out.)
The twins are in a similar situation. They're mutants who debuted in X-Men and Magneto is their father, but they've spent most of their time as Avengers characters. But unlike the Kingpin situation, Marvel and Fox decided to just share them. Which is odd, frankly. So in the same year, we had Quicksilver show up in X-Men: Days of Future Past, where he hinted Magneto was his father (this would be confirmed in X-Men: Apocalypse):
And Quicksilver and Scarlet Witch debuted in Captain America: Winter Soldier, where they're not mutants and Magneto doesn't exist (they would make a larger appearance in Avengers: Age of Ultron):
The problem was solved even further by killing Quicksilver in Age of Ultron (2015), so now Fox has Quicksilver and Marvel has Scarlet Witch.
But what happens if people who are only familiar with the movies stumble upon the comics? won't they be confused? Well, Marvel fixed that too. In Avengers and X-Men: Axis #7 (December 2014), Scarlet Witch puts a curse of sorts on Magneto's family...but she and Quicksilver aren't affected! Later, Uncanny Avengers #4 (May 2015), we get the whole story:
For one thing, this isn't the first time their parents have been retconned. Magneto himself was a retcon! I won't get into the nitty-gritty - you can read more in-depth analyses here and here - but the gist is that this is actually the simplest origin story they've had. The Maximoffs and the High Evolutionary have been part of their story from day one, this just cuts out the middle men, whether those middle men are The Whizzer and Miss America or Magneto and Magda.
I also doubt this will be the last time their history changes, but at this point, that's just par for the course.