I don't know why this popped up in my e-mail now, but back in 2017 The Wrap had an article about celebrities who married a relative. Some of these are so distantly related that it's probably absurd to refer to them as cousin marriages, but there are some good examples.
1) Albert Einstein, a German theoretical physicist, married his cousin Elsa Einstein. Their mothers were sisters, and their fathers were first cousins, so they were even more closely related than a regular cousin couple. They did not have any children of their own, but Albert raised her daughters from a previous marriage.
2) David Lean, an English film director, married his cousin Isabel Lean and they had a son.
3) H. G. Wells, an English writer, married his cousin Isabel Mary Wells, but they didn't have any children.
4) Charles Darwin, an English naturalist, married his cousin Emma Wedgwood and they had 10 children.
5) Greta Scacchi, an Italian-Australian actress, was in a relationship with her cousin Carlo Mantegazza and they have a son together.
6) Edgar Allan Poe, American writer, married his cousin Virginia Eliza Clemm Poe, but they didn't have any children.
7) Jesse James, American outlaw, married his cousin Zerelda Mimms and they had 4 children. She had the same first name as Jesse's mother.