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It depends on what state you live in. Some states it is allowed.
Some states it is allowed but with certain restrictions
Some states it is against the law and you can go to jail.
Marriage is a natural condition. You don't need anybody's permission, and nobody has the power to forbid it. After the civil war, the marriage license was invented so it could be refused to mixed couples. Of course that only meant black and white, since nobody cared about any other mixture. The license creates a three way corporation of a man, a woman, and the state for the purpose of making babies. That is how states claim jurisdiction over children: the state is one third owner of the corporation that made them!
If you don't care to play that game, you will be wise to relocate in a state where it is not actually a crime for a man and woman to live together without the state's permission. Marriage between cousins has been a tradition for a very long time. Google finds 7,120,000 lists of famous people in history who married their cousins.