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There are at least three relationships which contradict the old saying that blood is thicker than water. The saying means that people who are related by blood will be more trustworthy, more helpful, more reliable, etc., than people who are not related. Rosalind and Celia are not closely related by blood but they are very strongly attached to each other and would do anything for each other. Oliver and Orlando are brothers, yet Oliver does nothing to help his younger brother and even plots to have him badly injured in the wrestling match. Orlando is so badly treated that he has to flee his elder brother's estate. The Duke who is living in exile in the Forest of Arden had his title and property stolen from him by his own brother. (This sort of usurpation is a very common theme with Shakespeare. It is used in The Tempest, Hamlet, Richard II, Macbeth, King Lear, and elsewhere.) Orlando and Adam are not related by blood, yet Adam is exceedingly loyal to Orlando, and Orlando is exceedingly protective of Adam.
I don't have a copy of As You Like It available, but I believe there are the main relationships that contradict the saying that blood is thicker than water. The only relation I have mentioned that might be questioned would be that between Rosalind and Celia. I believe they are cousins, but that is not as close as those between the others.
The exiled Duke's loyal followers, including Jacques, are not related to him by blood either, yet they have chosen to live with him in primitive conditions even though he has nothing to offer them and has no apparent prospects of regaining his dukedom.
Here's an interesting quote from Macbeth. When Donalbain and Malcolm are planning to flee from Macbeth's castle to avoid being murdered, Donalbain tells Malcolm, "The near in blood, The nearer bloody" (2.4.166-6).
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