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.
Clan warriors are largely trueborn, which is to say genetically engineered to be Super Soldiers and born in canisters, then raised in large groups called sibkos. Members of a trueborn sibko are usually related on a genetic level, all of them sharing the same genetic mother and father, but since the concept of the nuclear family is abhorrent to the Clans, they see no qualms with sexual activity happening within the sibkos, viewing it merely as a form of stress relief because Clan trueborn women have their reproductive cycle turned off. Inner Sphere citizens find such information disquieting at the very least. However, at least one major player of the post-Clan invasion storylines is the product of two directly related sibko members having a baby—Diana, daughter of Aidan and Peri from the Pryde sibko in the "Legend of the Jade Phoenix" series.
Later, it turns out that Danai Liao-Centrella is the product of this. She thought she was the third child of Sun-Tzu Liao, when she is really the daughter Daoshen Liao and Ilsa Centrella, Sun Tzu's two actual children. She had thought they were her brother and sister and instead they turn out to be her mother and father.
Alaric Wolf is an indirect example thanks to a combination of the Clan eugenics program removing personal interaction from the picture and his genetic mother's serious issues with, well, everything and everyone. He's genetically bred from Katherine Steiner-Davion's DNA and that of her older brother, Victor Steiner-Davion. This also means he's a result of Royal Inbreeding as the Steiner-Davion line were once the rulers of the largest realm in the Inner Sphere.