Ick ick ick! I don't check on this conversation for a day and look where it ended up! Lol.
I think that it has been considered wrong for close relatives to marry for so many centuries, in many religions and cultures that it's ingrained. Plus it's icky.
It's illegal in Ontario. When I applied for our marriage license I had to raise my right hand and solemly swear that my fiance and I were not closely related (and also swear that the information on our application was truthful).