The question is...how close the genetic relationship is, what's legal, what's your personal comfort level.
My brother's wife has two first cousins (first cousins to each other) who got married in NJ, many years ago. They grew up in a very close-knit family. Their marriage tore the families apart. They ended up getting divorced because he was an abusive drunk. No children. I can't imagine, growing up that close, getting married. But, it was (is) legal in NJ. Not for me, but whatever.

There's a great explanation earlier in the thread.
http://www.ncsl.org/programs/cyf/cousins.htm
Cousin marriage legal
First cousin marriage prohibited
Allowed under certain circumstances
Alabama
Alaska
California
Colorado
Connecticut
District of Columbia
Florida
Georgia
Hawaii
Maryland
Massachusetts
New Jersey
New Mexico
New York
North Carolina*
Rhode Island
South Carolina
Tennessee
Texas
Vermont
Virginia
Arkansas
Delaware
Idaho
Iowa
Kansas
Kentucky
Louisiana
Michigan
Minnesota
Mississippi
Missouri
Montana
Nebraska
Nevada
New Hampshire
North Dakota
Ohio
Oklahoma
Oregon
Pennsylvania
South Dakota
Washington
West Virginia
Wyoming
Arizona
Illinois
Indiana
Maine
Utah
Wisconsin
First cousin marriage is allowed in these states under the following circumstances:
Arizona- if both are 65 or older, or one is unable to reproduce.
Illinois- if both are 50 or older, or one is unable to reproduce.
Indiana- if both are at least 65.
Maine- if couple obtains a physician's certificate of genetic counseling.
Utah- if both are 65 or older, or if both are 55 or older and one is unable to reproduce.
Wisconsin- if the woman is 55 or older, or one is unable to reproduce.
*North Carolina- First cousin marriage is legal. Double cousin marriage is prohibited