The only Ang Lee movie I relate somehow to Brokeback Mountain is The Wedding Banquet also known as Hsi yen, even though it is very different just like the others he has made.
For those who haven't seen it, be aware that there are spoilers below.
What I remember about it (I saw it a long time ago), it is about a gay couple, Simon and Wai Tung, who have been living together for sometime, when they receive the unexpected visit from Wai Tung's parents, who don't know their son is gay. The problem begins when they force him to marry a girl and give them a grandson. The entire plot is about Simon and Wai Tung trying to conceal their relationship for the sake of Wai Tung's dad, and going ahead with the wedding. I'm not going to spoil the ending, but this is a beautiful tale about accepting your gay son as he is. It has hilarious scenes and highly emotional ones. I remember I loved it. I highly recommend it.