In the Game of Incest, you either win or bone your brother. Well, something like that. The War of the Five Kings was sparked entirely by an allegation of incest, specifically Ned Stark's (entirely true) claim that Queen Cersei's supposedly Baratheon children were the product of incest between her and her brother, Jaime.
However, despite the fact that Ned Stark's accusation cost him and most of his family their lives, Bran himself (well, actor Isaac Hempstead-Wright, anyway) has a rather odd, mega incestuous theory about who Jon Snow's daddy is, describing the Season 6 Finale flashback Lyanna/Ned scene in the Tower of Joy in a pretty grim way:
“You can see that crushed look on Ned’s face… When Bran sees his father’s reaction and understands that this is a surrogate child his father has brought up, he thinks to himself, ‘Well, wait, what surrogate children has my father brought up? Oh! Jon Snow! So Jon Snow isn’t my half-brother.’ But we still are pretty clueless as to the father, I think.
At this stage, it could even be Ned. There could be a Cersei and Jaime thing going on there.”
Ermm...? I don't know what potent Forest Children herb Bran's been huffing on up in his hippy tree retreat, but HBO itself has confirmed the long-standing R+L=J theory: Rhaegar Targaryen is Jon Snow's father. This crushes even the slightly more reasonable theory that Aerys could be the father, and certainly pitches any notion of Ned shagging his sister out the window faster than Tommen after a wildfire massacre.
Still, a bit of incest always spices up events in Game of Thrones. Incest crippled Bran, killed Ned Stark and started a war. Oh, and as usual, elicited some prime shade from The Queen of Thorns, Olenna Tyrell:
''We don't tie ourselves in knots over a discreet bit of buggery, but... brothers and sisters? Where I come from, that stain would be very difficult to wash out."
Jaime and Cersei's incestuous relationship is the biggest incident of kinshagging on the show, but one of the most spine-tingling lines comes from the generations-long intermarrying of House Targaryen:
The Targaryens have always danced too close to madness... madness and greatness are two sides of the same coin. Every time a Targaryen is born, the gods toss a coin in the air and the world holds its breath to see how it will land.
Fans have long theorized that Dany's Targaryen madness is bubbling within, and the heroine we've backed since Season 1 is actually the Game of Thrones Big Bad. Even if there are elements of that madness explored in George R.R. Martin's later novels, Benioff and Weiss have seemingly confirmed that Dany is no Mad Queen in the show.