Zig Zagged: Their parents find out about their relationship and are horrified, separating Alice and Bob so they can never be together. During which time one or both of them painfully learn to let go of their love which apparently was not meant to be. Only to eventually meet later in life where their feelings are immediately rekindled.
Bob does not have a sister.
Bob's sister dies a long time ago.
Bob does have a sister, but they have a normal relationship.
Discussed: "Bob, this is wrong...We're brother and sister...nobody will ever understand..."
Conversed: "That's disgusting. I can't believe that sicko Bob is doing...that to his sister. His sister!"
Society conditionally won't accept Alice and Bob's love, driving both into a deep depression from the constant harassment they receive just because they're together, ruining the happiness in their relationship.
Alice becomes pregnant, and the baby exhibits all the health problems associated with inbreeding, such as mental retardation and genetic diseases.
Or, alternatively, this is presented as completely normal.