I may be wrong about Caligula being married to his sister but he did have sex with her and treated her as his wife in fact leaving her his heir.<quoted text>
With all due respect, Ink. Caligula never married any of his sisters. He did have wives, one of whom died in childbirth, and the last one who was murdered, along with her child, after he was assassinated but none of them were of blood relation to him.
Incestuous marriages were common though in ancient history.