I believe the (apocryphal) Book of Enoch is where you'll find the angels gettin' down with the locals.
Genesis 6:1-2 : "And it came to pass, when men began to multiply on the face of the earth, and daughters were born unto them, That the sons of God saw the daughters of men that they [were] fair; and they took them wives of all which they chose.
That's in Genesis. Now the question is, just who were the "sons of God"?