I was about to burst into laughter again, but JandC's post was too rational and well based.
Cunningham's skinks are a very unusual case where inbreeding can cause problems, but I don't know of any other examples in captivity. There is the very well known study on European adders, but these are exceptions to an overwhealming rule of it not being a problem. Don't listen to the 'x generations is fine but one more suddenly isn't' nonsense stories, or the 'cousins can't breed but siblings can' rubbish.
In many cases, it's bad in mammals, but in many cases it isn't. There is a massive overestimation of the problems caused by inbreeding. What gets published in the scientific literature is heavily biased. If a study finds that inbreeding caused no problem, it won't be published, but if they do find a problem, it likely will. This bias actually bothered me so much that last year I was involved in the first of a series of discussions which actually changed the official meaning of 'inbreeding depression' (although incidentally, it wasn't the change I'd wanted and I didn't really agree with it being relevant!).
Having said all this, don't marry your siblings or have kids with them. The kids will probably be healthy, but it's just gross! :lol: