Children of close-DNA incest have a higher likelihood of defects than other children, but it's still a small percentage...
It's a small percentage increase for cousins. For first-order relatives (siblings or parent-child), it's very high - as much as 50% or more of births have moderate to severe issues.
Looking at what's popular in the incest category, it's those first order relationships that drive the fantasy. It's all mom-son, brother-sister, and daddy-daughter.