Cleopatra was married to her brother. Several of the latter-day Hasmonean kings married their sisters. And King Herod married multiple nieces.
The worst inbreeding in recent centuries may have been on the part of the Spanish Habsburgs, which resulted in the very deformed King Charles II and the end of that line (followed by the War of the Spanish Succession).
I read once about an anthropologist studying some so-called primitive tribe and asking a tribesman why they did not allow brother-sister marriages. The tribesman thought that the anthropologist was crazy: "That way I wouldn't acquire any brothers-in-law!"