The Rothschilds have married into the British aristocracy a few times, but never an Earl of Sunderland. That title was merged with the Dukes of Marlborough in 1733 and there hasn't been a Rothschilds/Spencer-Churchill marriage.
Archibald Primrose, 5th Earl of Rosebery married Hannah de Rotschild, who was the daughter of Mayer Amschel de Rothschild. Hannah was Mayer's only child, and thus the wealthiest heiress in Britain at the time.
George Herbert, 5th Earl of Carnarvon married Almina Wombwell, who was the illegitimate daughter of Alfred de Rothschild. Alfred never married, and Almina was his only child and thus inherited a considerable amount from him.
Hugh Cholmondeley, 6th Marquess of Cholmondeley married Sybil Sassoon; her father was from the wealthy British-Indian Sassoon family dubbed to be the "Rothschilds of the East", and her mother was Aline de Rothschild, of the French branch of the family.