Studies linking brain chemistry to sexual infidelity This study Oxytocin Modulates Social Distance between Males and
Females examines the effects of Oxytocin (OXT) on men in monogamous relationships. It demonstrates that OXT assists in maintaining fidelity to that relationship. OXT levels are increased by close and sexual interactions with their partner. 


  The specificity of the OXT effect in influencing the social distance
  that males keep from unfamiliar females is evidenced by our finding
  that it has no significant effect on the distance kept from unfamiliar
  males. Given the absence of PS differences between single and
  pair-bonded men in the PLC group, it is clear that for these potential
  fidelity-enhancing effects of OXT to be revealed, female partners
  would need to evoke its endogenous release immediately before contexts
  in which the men might encounter other women. While, compared with
  singles, basal concentrations of OXT in blood are increased in couples
  during the early stages of romantic love and stay significantly
  elevated in couples remaining together 6 months later (Schneiderman et
  al., 2012), our results suggest that further augmentation of
  endogenous OXT release is necessary to produce fidelity-enhancing
  effects. Mechanistically, this may be related to additional OXT either
  compensating a relative deficit (optimization hypothesis) or by
  collapsing already optimal levels (decompensation hypothesis). While
  the most obvious physiological stimulus for promoting endogenous OXT
  release in men would be having sex with their mate (Kru¨ger et al.,
  2003), the simple close presence and touch of their partner at any
  given moment in time might also suffice (Holt-Lunstad et al., 2008).
  Thus, OXT effects in promoting monogamy in males may normally depend
  upon the presence of a close positive relationship in the bond with
  their female partners and close physical proximity between the couple.1


There have been studies on the factors involved in  sexual infidelity.


  Virtually all American couples, married or cohabiting, expect sexual
  exclusivity of one another. This article asks why some people are
  sexually exclusive while others have sex with someone besides their
  mate. Previous research has linked personal values, sexual
  opportunities, and quality of the marital relationship to extramartial
  sex. This paper integrates these findings in a multivariate model that
  incorporates factors informing sexual decision making as well as
  demographic “risk factors.” Nationally representative survey data show
  higher likelihood of sexual infidelity among those with stronger
  sexual interests, more permissive sexual values, lower subjective
  satisfaction with their union, weaker network ties to partner, and
  greater sexual opportunities. With these factors controlled, gender
  differences are substantially reduced or eliminated, although racial
  effects persist. 2 


Given that there are people who can maintain close relationships, simultaneously, with more than one partner.
Have there been studies examining the  brain biochemistry  that increases  an individual's propensity for sexual infidelity?  

1 Oxytocin Modulates Social Distance between Males and Females
Dirk Scheele1, Nadine Striepens1, Onur Güntürkün, Sandra Deutschländer, Wolfgang Maier1,  Keith M. Kendrick, and René Hurlemann 
The Journal of Neuroscience, 14 November 2012, 32(46): 16074-16079; doi: 10.1523/​JNEUROSCI.2755-12.2012

2 Sexual Infidelity Among Married and Cohabiting Americans
Judith Treas1, Deirdre Giesen2
Article first published online: 2 MAR 2004
DOI: 10.1111/j.1741-3737.2000.00048.
The number one hormonal suspect in infidelity has been testosterone. Partially this has been predicted because testosterone predicts sex drive in both men and women. The problem with testing this one in actual humans though is that most of the things associated with cheating also cause increased testosterone levels (flirting, increased number of sexual partners). Therefore, there's a serious chicken and egg problem in more observational studies.

Roney, J. R., Simmons, Z. L., &amp; Lukaszewski, A. W. (2010). Androgen receptor gene sequence and basal cortisol concentrations predict men’s hormonal responses to potential mates. Proceedings of the Royal Society of London B, 277, 57-63.