I assume you live with your sister? Next time they're both 'working overtime,' go to her workplace. One of 3 things will happen:
1) She's there. In which case, your boyfriend probably isn't cheating on you with her. Just say you're glad you found her because you've locked yourself out and don't have your phone/the battery's dead, you just went out to call the cat/get the milk/whatever and the door shut behind you. Take her keys and go home. Call your boyfriend's workplace and ask to speak to him quickly. If he's not there, he may still be cheating but with someone else - that's a whole other story. If he is there, just ask him a random question that he would know but you wouldn't or could have forgotten ('I've got this homework and I can't remember what the answer was'/'I forgot the password to my computer! What was it?'/'I'm on the internet looking for a birthday present for my dad - you're a guy, what d'you think he'd want?') and be done with it. So they're probably not cheating, but you do have some issues to work through and talk about. Separate story.
2) She's not working late today, or not at all. Tell her colleagues you just came by because she owes you some money and you wanted to buy something (left your credit card at home, short on cash and wanted her to repay it, whatever. Plus siblings always conveniently remember and forget about money owed so it doesn't really have to be true), but it's okay, you'll just ask her when she gets home and buy that thing tomorrow. Step outside, call your boyfriend's workplace and try that question thing. If he's there, then it's a bit weird that your sister isn't at work but I guess the point here is that he is. Either try a similar thing again in a little while to settle it, or just work through the stuff with your guy and ask your sister why she lied about being at work - say you were worried, as her older sister, etc.
3) Neither of them are at work. Worst case scenario. Swing by his place, or get someone you really trust to do it for you. How old is everyone involved? If he lives with his parents, you could try calling them and asking if he's home (if they ask why, it's because you forgot the password etc) or if he's by himself, you'll have to go over there. You can hang outside a window and see if you can see/hear anything but that could be really disturbing if you do. You could just ring the bell but they might see it's you and hide or something. That's where someone else comes in handy. If you want to be really sneaky, sit outside the house somewhere they won't see you (on his neighbour's wall?) and order a pizza to the house in your sister's name. Sit and wait. they might come out of the house, in which case you've caught them. If not, the pizza comes and your sister opens the door - again, you've caught them. Or your boyfriend opens the door and the pizza guy says he has a pizza for [your sister]. Your boyfriend calls her from the other room to ask when she ordered it, and you've got them.