Sharon's right about the kings and queens of Europe being related. First cousin marriages were quite common, uncle/niece marriages as well. The Church forbade marriage between closely related couples, but a dispensation to allow them to marry was usually fairly easy to arrange.
The last Habsburg King of Spain, Carlos II, was so inbred that he had many physical and intellectual disabilities. I can remember reading in an article, that he was more inbred, then if his parents had been brother and sister.
Even Queen Elizabeth II and Prince Philip, are I think 4th cousins on one side and 3rd cousins on the other, both being descended from Queen Victoria and Albert the Prince Consort (a first cousin marriage) and also from Christian IX, King of Denmark and his wife Louise.