Our Supervisor treats a married coworker like she's his wife. What to do?

There are about 23 people on our crew & we all have different tasks that we perform. (factory work) What makes our work environment uncomfortable is that our Supervisor treats one of our female coworkers like she's his wife. Follows her around most of the day, or calls her several times to come sit in his office only to visit, helps her do her job tasks, takes her breaks with her, gets VERY upset at the rest of us if we ask her to do something (even if it's her task to do) "We need to be more considerate of her time"..."her help is for our convenience"...WTF?! She's earning the same wage we are! He makes it very personal. It's weird! He also brings her lunch & beverages everyday but not anyone else & keeps it in his fridge in the office. Her comment to all this is: "What? We can't be friends?"...This started as soon as he got the Supervisors job & rumor has it this is how he got the last wife he has. Yes, they are both married. They act openly about this "friendship" but if we make any comments to the effect of playing favorites or sitting in the office, etc. WE get called into the office & asked what's wrong? Why all the comments? After 2 years of this we've had it. Why do WE get in trouble for saying something out loud but they don't have to be discreet. What could my coworkers & I do to maybe get this environment to change?