Dortmund and Bayern have played in CL final as well
Same-country match-ups in the European Cup (pre-1992) / Champions League (since 1992)
Real vs. Valencia in 2000
Man U vs. Chelsea in 2008*
Munich vs. Dortmund in 2013
* How could I forget! We took over the main part of the restaurant at The Palm at lunchtime to watch it and, because of extra time and penalties, it was well into dinner service before they got us out of there.
Same-country match-ups in the Fairs Cup / UEFA Cup (pre-2009) / Europa League (since 2009)
Spurs vs. Wolves in 1972
Eintracht Frankfurt vs. Borussia Mönchengladbach in 1980
Juventus vs. Fiorentina in 1990
Inter vs. Roma in 1991
Parma vs. Juventus in 1995
Inter vs. Lazio in 1998
Porto vs. Braga in 2011
Atlético Madrid vs. Athletic Bilbao in 2012
So there's never been two same-country sets of finals in the same year, let alone the same country having both.
And reading all those European team names, give me an excuse to post
this.