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In the Roman Catholic Church canon law forbids marriage between first cousins. The same applied in England before the Reformation, but since then the Church of England has allowed marriage between first cousins. Even within the Catholic Church it is possible for a dispensation to be granted allowing marriage to occur in specific cases even when forbidden by canon law. In the case of European royalty, in several countries, the Pope granted dispensations allowing marriage between first cousins and even between uncles and nieces. As Tapestry points out, many genetic defects have been ascribed to this practice.
The English Reformation got off to a slow start and the initial schism between England and Rome was over marriage rules.
Catherine of Aragon married Prince Arthur, eldest son of Henry VII of England. The hope was that when Arthur became king, Catherine would be his Queen, and having a Spanish princess married to the King of England build alliance and preserve peace.
Sadly Prince Arthur died before his father. The new plan was that she marry the new heir, Prince Arthur's younger brother, Prince Henry. However it was against canon law for a man to marry his brother's widow. Pope Julius II granted a dispensation and, when Prince Henry became king, as Henry VIII, he and Catherine were married.
Catherine had seven pregnancies. There were two miscarriages, two stillbirths and two babies died. Only one daughter, Mary, survived. Henry wanted a male heir. England, it was widely held, needed him to have a male heir.
Leviticus 18 v16 says a man must not have sex with his brother's wife. Leviticus 20 21 warns such marriages will be childless. Was the lack of a male heir an instance of the curse? Was God angry that Henry had married his brother's widow? Yes, said Archbishop Cranmer of Canterbury. Influenced by the Reformation on the Continent they came to believe that, in marrying Catherine, Henry had defied God's law. In granting a dispensation the Pope had tried to usurp God, he had no right or power to overrule the Bible. The Pope's dispensation was invalid, so Henry's marriage was invalid, so he was free to marry Anne Boleyn.
This led to schism between England and Rome. As the Reformation and Counter-Reformation progressed the Church of England and the Church of Rome pulled away from each other in different directions, but the first salvos were on marriage laws and Papal power.
This , I hope, explains why there are different rules in the Church of England than in the Roman Catholic Church. The Church of England bases its bans on Leviticus chapter 18. This lists several types of relative a man cannot marry. There are some implicit rules for women. A man cannot marry his mother. This implies a woman cannot marry her son. He cannot marry her so she cannot marry him. The idea that sauce for the goose is sauce for the gander led the Church of England to say that if a man cannot marry his mother, then a woman should not marry her father.
Also Leviticus bans certain in-laws from marying and the Church of England extends this to all very similar relations. A person cannot marry a grandparent, parent, sibling, child, grandchild, aunt/uncle or nephew/niece. The same applies to a former spouse's grandparent, parent, sibling, child, grandchild aunt/uncle or nephew/niece; and the former spouse of a grandparent, parent, sibling, child, grandchild, aunt/uncle or nephew/niece.
There is nothing in the Bible to prohibit marriage between first cousins. Therefore there is nothing in the Church of England to forbif it.
Albert and Victoria were both Protestants, he was a Lutheran who converted to the Church of England, the church of which she was already, at the time of their marriage, Supreme Governor.
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Queen Victoria was not Catholic but Anglican. Most royal houses married to keep peace between 2 countries, genetically this caused many mental and physical illness within the royal bloodline. So even the natural law has rules and if you don't obey them well things like sickness in the children will point that out to you.