Which stars did the Sun form with? The Sun formed 4.5 billion years ago, in a molecular cloud. I assume that there were other stars in the vicinity (as is common in molecular clouds). Which stars are they? Where are they now? Are they similar to the Sun?
Most stars form in clusters, so it is very likely that the Sun was part of a star cluster when it formed. 

But in On the Dynamics of Open Clusters, the relaxation time of a cluster is calculated to be in the order of $\tau=4\times10^7 \textrm{yr}$. During that time, about one hundredth of the stars will escape from the cluster (i.e. reach escape velocity). The dissipation time of a star cluster is therefore in the order of a few billion years. These figures were calculated for an idealised star cluster containing stars of equal mass. For more realistic clusters the dissipation time may be much shorter. Especially dwarf stars seem to dissipate faster.

It is, therefore, likely that after 4.5 billion years, the Sun has escaped from its star cluster. It would be very difficult to identify the stars with which it was formed, unless you can trace back the position of the Sun and other stars before dissipation, which is impracticable.

As far as I am aware, no sibling stars have been positively identified. The sibling stars should be similar in composition (element abundances), although they do not have to be solar twins as the masses of these stars may vary widely.

EDIT: @adrianmcmenamin mentions an article in Sky &amp; Telescope, where a sibling has been proposed. This refers to an article on arXiv by Ramirex et al. in which the element abundances have been analysed of stars that were earlier identified as possible siblings using galactic dynamics (i.e. tracing back the movement of these stars). Of the 30 stars identified as possible solar siblings using dynamical methods, only 2 stars had similar element abundances, which in itself says something about the accuracy of these dynamical methods...