I know they're not strictly a German Royal Family, but the Royal House of Liechtenstein is Catholic, and still in power; in fact it's the only German-speaking monarchy in the world left today. As far as I can see, the following royal families are or were Catholic (bear in mind that several families broke up into several different branches; nonetheless I'll try to jot down the more prominent Catholic Royal Families):
-Royal House of Bavaria (the Wittelsbachs were Catholics, including the main branch of Birkenfeld-Zweibrücken and the lesser politically-prominent but nonetheless famous branch of the Dukes in Bavaria, to which Empress Elizabeth Sissi and the Duchess of Alençon belonged).
-Royal House of Liechtenstein (the history of this tiny nation started as late as 1719, and it allied itself with Austria's Royal Family till the Habsburg-Lorraines were overthrown in 1918. After then, the country allied itself with neutral Switzerland, and the pact is still standing today).
-House of Löwenstein-Wertheim-Freudenberg (Catholic/Evangelical, they're a branch of the Wittelsbachs,).
-House of Löwenstein-Wertheim-Rosenberg (are Catholic)
-The Württemberg Royal Family, despite being from southern Germany like the Habsburgs, Wittelsbachs or others, are Protestant since the reformation, and Duke Charles Alexander (1733-37) had become a Catholic in 1712, when a general in the Austrian army, before he ascended the throne; he was succeeded in the government successively by his sons, also Catholics: Duke Charles Eugene (1737-93), a despot, spendthrift, and profligate, Duke Louis Eugene (1793-95), and Duke Frederick Eugene (1795-97). The last-named duke married a Prussian princess, and, through the influence of Frederick the Great of Prussia, permitted his children to be brought up as Protestants. The succession of Protestant rulers began with Duke Frederick II (1797-1816), who was made King of Würtemberg in 1805 and after that was called Frederick I. On the death of the present king the Protestant line becomes extinct. The succession to the throne is in a collateral branch descended from Duke Alexander (d. 1833), a brother of the first King of Würtemberg. The son of this Alexander, also named Alexander (d. 1881), married a Catholic princess of the Orleans family and allowed his children to be brought up as Catholics. The heir to the throne is a grandson of this latter Alexander, Duke Albert (b. 1865), or, in case of his death, his son Duke Philip Albert (b. 1893). In 1898 a law bearing upon the Catholic succession to the throne was enacted, which regulated the relations of a Catholic king to the Protestant State Church.
-Royal House of Baden: Margrave Christopher I of Baden (1475-1527) had in 1503 united all the family territory, but the division in 1533 between his two sons Bernhard III and Ernest separated the margravate into two parts which were not reunited until 1771. Bernhard received the Margravate of Baden-Baden, and his brother the Margravate of BadenDurlach. A part of the population of Baden-Baden had already adopted the new teachings, but at the death of Bernhard III (1536), Duke Albert V of Bavaria, the guardian of Bernhard's son, Philip II, brought the country back to the Catholic Faith. Philip himself (1569-88), who had been educated by the Jesuits at Ingolstadt, was a vigorous opponent of the new teaching.
The Baden-Durlach branch of the family laid claim to Baden-Baden during the reign of Philip's successor, Edward Fortunatus, (1588-1600), occupied a part of the country until 1622, and introduced the Reformation. Margrave William (1622-77), however, after many reverses, succeeded with the aid of the Catholic party in the Empire in gaining the undisputed mastery of the margravate. Aided in an especial manner by the Jesuits and Capuchins, for whom he established houses, he brought the Protestant part of the country back to the Catholic Faith. His successor, Louis William (1677-1707), rendered many services to the Church and the Empire in fighting against the Turks (1683) and the French. Louis William, his wife, Augusta Sibylla, as regent for their son Louis George (1707-61), and the last named in his turn notably furthered the interests of the Church of Baden. With the death of Augustus George (1761-71), who by papal dispensation had left the ecclesiastical state, and who founded many religious institutions, the line of Baden-Baden became extinct, and the succession fell to the Baden-Durlach branch. Margrave Ernest (1527-53) of Baden-Durlach had favored the Reformation, and his son Charles II (1553-77) soon established the Reformation in his domains. After this time the Protestant religion remained dominant in the land of Baden-Durlach and its supremacy was not affected even by the reconciliation to the Church of James III, third son of Charles II, as James's death followed soon upon his conversion (1690). The most noted of the Baden-Durlach rulers were: Frederick V (1622-59), who founded many schools; Frederick VI (1659-77), who distinguished himself by his devotion to the emperor and the Empire; Charles William (1709-38), who in 1715 established the present capital of Karlsruhe, greatly improved the finances and the administration of justice, and zealously promoted the interests of the schools. His grandson Charles Frederick (1738-1811), during is long reign introduced salutary reforms in all parts of his territory, thus raising his country from the level of a petty principality to the rank of one of the greater central states of the German Empire. The extinction of the Baden-Baden branch greatly increased his possessions, which were still further enlarged by the political changes resulting from the French Revolution. In 1796 Charles Frederick was forced to surrender to France his possessions on the left bank of the Rhine, but was amply compensated by the Imperial Delegates' Enactment (1803). He received the Diocese of Constance, that part of the Rhine Palatinate lying on the right bank of the river, including the cities of Heidelberg, Mannheim, etc., parts of the Dioceses of Strasburg and Speyer, eleven religious houses and abbeys, and seven cities of the empire. By the Peace of Pressburg (1805), and the accession of Baden to the Confederation of the Rhine (1806), Baden was still further enlarged by the former possessions of Austria in the Breisgau, the city of Constance, and other territories, whereby substantially the present boundaries were established. On 13 August, 1806, Baden was proclaimed a Grand duchy. The enforced participation of the duchy in the campaigns of Napoleon resulted in heavy loss of life and property. During the reign of Grand Duke Louis II (1852-56), whose brother Frederick held the regency until 1856, when he himself succeeded to the title, the Government and the representatives of the Catholic Church, who had been at odds for a long time, came into open conflict. The revolutions of the Napoleonic period had shaken the organization of the Church in Germany to its very foundations. In the modern Grand duchy of Baden, as it existed at the beginning of the nineteenth century, two-thirds of the population professed the Catholic religion.The relations between the Catholic Church and the Government are not entirely satisfactory, as is evident from the historical account, the State often exercising an excessive control. According to the legislation now in force, the Roman Catholic Church in Baden possesses the right of a public corporation with the formation of religious societies. The Church conducts its affairs freely and independently.
I'll post about the Wettins later on.
Regards :)