Incest is present in many myths. Its presence in many creation myths can be attributed to the fact that there’s too few beings at the beginning. The possibilities are:
1) one being at the start (making the second being his/her child) – leads to mother/son or father/daughter incest
2) two beings at the start, if they are understood to be brother and sister
Some mythologies see incest as evil, some remain neutral about the issue.
Note that the “incest” label did not apply to the gods per se, as it was understood to be limited only to mortals.
Uranos/Gaia -> Uranos is Gaia’s son in many versions of the myth, according to point 1) above
Zeus/Hera -> both are children of Kronos and Rhea
Poseidon/Gaia -> Poseidon is a son of Kronos, thus making it cross-gen too; their son is Antaeus
Jocasta/Oedipus -> probably the most famous example; and they had children
Electra/Agamemnon (her father) -> gender-inversion of the above; not explicitly stated
Myrrha/Theias (her father) -> Adonis is their son according to some versions of the myth; she is changed into a tree either as a means of escape or as punishment
Nyctimene/her father -> she is turned into an owl
Pelopia/her father Thyestes -> they have a son Aigisthos, and everything is done so that Thyestes can have his revenge on his own brother Atreus
The frequency of incest in this mythology is probably related to the frequency of incest in Egyptian culture itself (see my notes on incest in history).
Shu/Tefnut – brother and sister (see point 2) in the notes at the beginning
Nut/Geb – brother and sister, the children of the above
Isis/Osiris – brother and sister, the children of the above; Horus is their son
Set/Nephthys – brother and sister, the children of Nut and Geb; according to one version, Anubis is their son
Osiris/Nephthys – Anubis is their son according to the other version of the myth
A picture to help you figure it out: http://img683.imageshack.us/img683/7524/sumerianfamiliytreeinco.png
Lots and lots of incest, probably due to gender imbalance – blue means male, red female.
An/Ninhusag -> brother and sister; Enlil is their son
An/Nammu -> Nammu is An’s mother; they have four children, including Enki and Ninlil
Enki/Ninhusag -> she’s his father’s sister; they have five daughters, including Ninsar, Nitti and Ningal
Enki/Ningikuga -> siblings, they have one daughter
Ninlil/Enlil -> half-siblings; they have three children
Ningal/Nanna -> cousins; they have three children, including Ereshkigal
Ereshkigal/Enlil (her grandfather) -> they have one daughter
Some help in decrypting the Ninsar-Ninkurra-Uttu-Ninkasi stack…?
Some of the sagas indicate that incest was normal among the Vanir.
Njord/unnamed sister -> Freyr and Freyja are their children
Sigmund/Signy (his sister) -> had a son, Sinfjotli
Siegmund/Sieglinde (his sister) -> had a son Siegfried (“Der Ring des Nibelungen”)
Helgi/Yrsa (his daughter) -> legendary king Hrolfr kraki is their son
An example in an Old Irish saga where a king mistakes his daughter for his wife…
Arthur/Morgause (Morgana) -> Morgana is his half-sister and their son is Mordred according to some versions of the legend