This is a parlay. First of all, what is the likelihood that at least one of them was born on a Leap Day? Then, what is the likelihood that the other person was also born on a Leap Day?
Like any parlay (two or more things have to happen), you multiply the probabilities together. For instance, what are the odds against rolling a twelve? Two things have to happen, and the probability of each is 1/6. So multiply 1/6 x 1/6; 1/36.
There is one Leap Day every four years; those four years consist of (3x365) + 366 days. 1,461 days. So the chances of Person One having been born are 1 in 1,461. Ditto for Person Two.
The odds of this parlay are 1/1,461 x 1/1,461. 1,461 squared is 2,134,531. So, jstewart is correct.