Pietro/Quicksilver, of the Marvel Universe, is extremely protective of his sister, Wanda/the Scarlet Witch, and their unusual relationship is implicit in the revamped Ultimate Marvel. In the first issue of The Ultimates 3, it's stated outright:
Wasp: You don't get it, Mister Rogers, do you? They love each other. Captain America: Of course they do. They're brother and sister. Wasp: No. It's more than that. They're in love. Captain America: But... they are brother and sister. Hawkeye: Yep. And if you think we've got problems with that Tony Stark sex video, just wait until somebody in the media figures them out.
Later, Wasp acts like Cap's inability to accept the relationship is another sign of his being horribly outdated; fans responded "No, it's a sign that he's sane!"
The Olympian Pantheon in the Marvel Universe does this. Other pantheons tend to bring this up when they're feeling catty.
Preacher has two families that indulge in incest, both of whom end up with deformed children: Jesse's childhood friend, Billy-Bob, only has one eye, while the inbred children of Jesus Christ are mentally retarded. The latter was intentional, as they were trying to keep the bloodline of Christ "pure". Since it's been two thousand years, that's a lot of inbred Jesus generations. Starr's betrayal of the Grail is predicated on his horror at the idea of presenting that as the Messiah. It's very subtly implied a split-second before the child of Christ's bloodline dies that he's been faking his retardation, or that there was at least something to his ancestry. Specifically, the character talks in gibberish and half-formed words through until the last panel before he dies, when he turns to the guard holding him and says "Today, thou shalt be with me in paradise".
Top 10 has Smax and Rexa, which attempts to justify it by saying they're probably the only two half-ogres in existence, thanks to their unlikely conception. Smax is squicked by the idea, Rexa isn't. He gets over it. It's implied that because their home universe is governed by the laws of fairy tales and myth, the taboo doesn't really exist, and Smax is just being a Woobie.
In a later issue of Spider-Man/Black Cat: The Evil that Men Do, it was revealed that Francis Klum who later becomes Mysterio had been repeatedly raped over the course of his life by his older brother.
Averted in Y: The Last Man where Yorick describes his relationship with his sister Hero as being "Like Luke and Leia...but without the French kissing."
Ragdoll of the Secret Six occasionally mentions his relationship with his sister- among other activities, French kissing and prom night.
In one Western Elseworld, the two of them lived together as betrothed.
Sister/sister incest occurs in the XXXenophile story "The Monster Under the Bed".
X-Men villains the Strucker Twins were always...er...oddly close. Close enough that when Andrea died, brother Andreas kind of went insane, wrapped the hilt of his swordin her flesh (their powers required physical contact between each other), and spent about a year running around like a maniac, demanding of everyone in sight that they revive her.
In Grendel, Orion Assante had a lifelong consensual BSI relationship with his two sisters, who were twins. It's implied that in this series' alternate future, fear of HIV infection had so curtailed sexual relations with strangers that getting it on with one's relatives — whom, at least, one could trust not to be infected — had become grudgingly tolerated by society, provided no pregnancies resulted.
When an alternate version of the Heroes Reborn universe's Rikki Barnes is stranded in the mainline Marvel Universe, she meets John Barnes, an alternate version of her brother. Unlike her real brother, who was a criminal and a rather unpleasant person in general, MU!John was kind and helpful. Seeing this as a chance to have the kind of caring brother-sister relationship she never had with her real brother, Rikki befriended John. Unfortunately, this John never had a sister, and he misinterpreted Rikki's intentions. He eventually tried to kiss her. When the shocked Rikki tries to tell him that she couldn't love him that way, John doesn't take it well. At all.
Tomboy, a short-lived heroine from the tail end of The Golden Age of Comic Books, winds up skirting this trope when her younger brother develops a crush on her costumed persona. Thankfully, nothing really came of it.
In Fables, Jack Horner sleeps with three sisters and brags about it, until he finds out that all four of them share a mother, making them half-siblings. The fathers of the sisters are Mr. Revise and the Bookburner.
In an early Fritz the Cat story by Robert Crumb, Fritz returns home, and has sex with his sister after they go skinny dipping.
In The Metabarons, sisters Nan Nan and Ohouya have an incestuous relationship after their master and lover Othon loses his genitals in combat. Othon "allowed them the right to satisfy each other's desires as long as they never spoke another word..."
The House of Romanov in Nikolai Dante is full of this. Dmitri married his sister Jocasta to keep the bloodline pure, Alexandr and Alexandra pause during combat to make out with each other, and Lulu's final act before riding off into the sunset is to leap on top of Nikolai and give him a massive snog.
Les Légendaires: While Abyss and Tenebris are not technically blood-related (Both have been created by Darkhell through magic experiments), the former considers the latter as his sister. The incest isn't explicitly mentionned, but Abyss' interaction with her had some creepy subtext, with parts where he even openly states he loves her. To add to the creepy aspect, Abyss is a Yandere.
Afterlife With Archie (yes, that Archie) heavly implies this between Jason and his twin sister Cheryl. He's jealous of Archie and wants to grow old with Cheryl in a place where no one will judge them, while Cheryl refers to Archie as a passing crush while Jason is "family and therefore forever" (while whispering in his ear while dressed as the Raggedy Ann duo no less).
Fantomex and Cluster in Uncanny X-Force. This is a strange situation combined with Screw Yourself; Fantomex was originally a mutant with three brains, and a medical incident resulted in each brain being given its own clone body, one of which (Cluster) was female.