Pinning two objects together in animation timeline?

Let's say I have two figures dancing a waltz, and I want to keep the male figure's hand pinned to the small of the female figure's back, and their hands pinned together on the lead arms... 

Or that I want a foot to remain pinned to the same place on the ground plane no matter what else is going on. 

Is this possible? Are there some good freebie tutorials to help show me how to do this? 
 

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