In Deadlands, the Whateley family tree seems to drop nothing but bad apples. Part of the reason for this is the "selective breeding" instituted by the clan's otherworldly patron. Most of the residents of Gomorra, California can't figure out exactly what the relationship is between Nicodemus and Delores Whateley. Some think they're siblings. Some think they're married. Both are right. Squick. (Bonus prize: reading the Whateley Family Bible, complete with a family tree in the front, has driven some folks insane.)
In the Ravenloft supplement Dark Tales & Disturbing Legends, a highborn woman magically transforms herself into the guise of her brother's bride so he won't "pollute" their bloodline with a commoner wife. This being Ravenloft, the brother has his own twisted plans, so her deceit comes back to bite her.
In later versions, the principal draconic deities are Tiamat the Dragon Queen and her brother Bahamut. Tiamat is the goddess of evil dragons and Bahamut is the god of good dragons. They are fierce enemies, but Tiamat's hatred for her brother has developed into a depraved lust over the thousands of years they've been fighting. The feeling isn't mutual, however.
In the Eberron campain setting the god known as the Devourer raped his sister Arawai resulting in the birth of the goddess known as the Fury.
Hollow Earth Expedition supplement Mysteries of the Hollow Earth. In the city of El Dorado, the royal family are all descended from the Sun God. It is common for brothers and sisters to marry each other and have children to preserve their bloodline.