My grandfather's third (and last) wife was my great-aunt by marriage; she was the widow of my late grandmother's brother.  So, some of my mother's first cousins were also her step-siblings.

My mom's cousin married my dad's brother, making my aunt my second cousin. My family's closer than a lot I know.

Now, this is probably only possible in huge tribal Southern Italian families, but here goes: my dad's gran was married at 15 and a widow at 16. Her husband died in the Great War and left her with a baby daughter (my gran). Her sister also died, leaving her brother-in-law with a small girl. The widow and widower proceeded to marry, and produced four more children.

At one point, my gran and her mum were pregnant at the same time and would breastfeed each other's kids well into toddlerhood. My uncle, the eldest, used to call his granddad "Pa", because his own father was away on military duty.

When he came back, he went into the marital bed, where my uncle was sleeping next to his mum (whom he referred to by first name). The kid jumped up and ran to his granddad, to denounce that there was "Some soldier in Silvia's bed".

All true :)

My sister-in-law met her husband because he'd dated her mom first.  And I'm a little unclear, but have heard rumors he met his first wife the same way!

And, really, that's the least of the fucked-up-ed-ness that is my wife's family.  

My grandfather's two brothers married my grandmother's two sisters; said double-wedding was where they met each other.. So my dad has "double-cousins", although I think by all rights they'd be triple cousins, maybe?