By which I mean: the bride might be a niece or first cousin of one spouse, while the groom might be a nephew or first cousin of the other. And if one were to extend the discussion to more distant cousins, then this would characterize all cases where a fully royal couple attended a fully royal wedding (everybody knows that they're all related). So for practical reasons, I decided to restrict discussion to cases involving close relationships (e.g. sibling, niece/nephew, first cousin).
The future King Ludwig III of Bavaria married in 1868 Archduchess Maria Theresia of Austria-Este, who was a niece of Duke Francesco V of Modena, who was the husband of Ludwig's aunt Adelgunde. So the duke was already an uncle by marriage of the groom, and would become one in a different way, since his younger brother had been the bride's father. Basically, it was a "his niece married her nephew" situation.
Archduke Joseph August of Austria-Hungary married in 1893 Princess Auguste of Bavaria.
The groom was a first cousin of Archduchess Maria Theresia of Austria-Este (son of her maternal uncle, Archduke Joseph Karl of Austria-Hungary), while the bride was a niece of her husband, the future King Ludwig III of Bavaria (daughter of his brother Leopold).
Prince Charles Edward of Great Britain, Duke of Albany, Saxe-Coburg and Gotha, married in 1905 Princess Princess Viktoria Adelheid of Schleswig-Holstein. The groom was a first cousin of Kaiser Wilhelm II of Germany (both being grandsons of Queen Victoria of Great Britain), while the bride was a niece of Empress Augusta Viktoria (daughter of her sister). In fact, the Kaiser was the one who arranged the marriage between his young cousin and his wife's niece.
Hereditary Grand Duke Nikolaos of Oldenburg married in 1921 Princess Helena Waldeck and Pyrmont. The groom was a nephew of Duke Heinrich of Mecklenburg-Schwerin (son of his sister Elisabeth) , while the bride was a first cousin of Queen Wilhelmina of the Netherlands (niece of her mother, Queen Emma, who herself had been born a princess of Waldeck and Pyrmont). Their daughter Eilika was a bridesmaid at the wedding of the future Queen Juliana.
Are there any other examples, within the last 200 years? I know that there have been double marriages between some houses (e.g. Coburg and Orléans, Orléans and Württemberg), so they would also count in the discussion.
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