Anacano:

He's not jealous of anyone. He's a high elf 

Brynjolf:

Brynjolf is jealous  of Delvin because he's gone after Vex and what is stopping him from going after you.

Cicero:

He is jealous of Nazir because Nazir and you are best friends and he thinks Nazir is out to steal you from him.

Farkas:

Farkas is jealous of a lot of men that don't have the beast blood for obvious reasons 

Ulfric:

He's jealous of the court wizard. Ulfric knows it's silly but he can't help it. You seem to spend more time with the wizard then Ulfric. 

Vilkas:

Vilkas is jealous of every man in Jorrvaskr. Because your his wolf girl, once again HIS.