Marrying cousins is not just limited to the past. Remember the rock'n'roll star Jerry Lee Lewis (who is still alive) who married his 13 year old cousin? In some of the Appalachian states, this marriage of cousins goes on today. In a very rural county of my state, for instance, one man married his cousin. When told it is illegal to marry his first cousin, he was shocked! (No, the theme from Deliverance was not played at his wedding)
On a more serious note, Wuthering Heights provides us with examples of this practice. Since families were often very isolated as in Bronte's novel, there was little occasion to meet people outside of one's extended family.