Oedipus and Jocasta have four children, two boys and two girls; Oedipus's children are also his half-siblings. Obviously this is a horrific truth, and of course neither Jocasta not Oedipus would have been in this relationship if they had known the truth. In Oedipus Rex by Sophocles, this truth is not revealed until the end of the play.
When Jocasta realizes the truth, she hangs herself; when Oedipus realizes the truth, he gouges his eyes out as punishment and immediately demands even more punishment from his brother-in-law/uncle Creon, who is now king.
The blind, broken Oedipus calls for his children; when he hears crying, he knows they are his daughters (I'll just call them that, since it gets a little complicated to identify their relationship accurately every time I reference them) and he calls them to him. He says this:
I weep for you. Although I cannot see,
I think about your life in days to come,
the bitter life which men will force on you.
What citizens will associate with you?
What feasts will you attend and not come home
in tears, with no share in the rejoicing?
When you’re mature enough for marriage,
who will be there for you, my children,
what husband ready to assume the shame
tainting my children and their children, too?....
Who, then, will marry you? No one, my children.
You must wither, barren and unmarried.
The story ends before we can know whether the things Oedipus predicted came true, but we know that what he says is probably the girls' new reality. They will be treated as monsters by others and will have to endure shame and insults from everyone because of what Oedipus and Jocasta did. Oedipus is afraid that no one will ever want to marry them, which is probably true; and he sees a dire future of barren singleness for the daughters he loved. He does not say this, but remember that, until just a few moments ago, these girls were princesses, daughters of a king. Now they are the object of scorn, ridicule, and shame for all to see.
Oedipus then makes an appeal to Creon, both as king and as uncle to the girls:
Do not let them live as vagrant paupers,
wandering around unmarried. You are
a relative of theirs—don’t let them sink
to lives of desperation like my own.
Have pity. You see them now at their young age
deprived of everything except a share
in what you are. Promise me, you noble soul,
you will extend your hand to them.
Notice that he asks Creon to take care of them, not to find them husbands or raise their social standing. This, Oedipus believes, is the best his daughters can hope for in these circumstances. His last words to the girls are as follows:
pray that you may live as best you can
and lead your destined life more happily
than your own father.
We do not know, at the end of this play, what happens to his daughters; we do learn the fates of three of Oedipus's children in Antigone.