My maternal grandmother's parents were cousins. No one realized until the older folks were talking after the wedding and realised they were fourth cousins (his mother was an Olberding and so was her father).

I also have a first cousin 3x removed who married his first cousin; they had to get special permission from Rome and the family still raised a stink, so they got secretly married. The families didn't find out until she got pregnant 3 years later.