We get aboard the incest armada as early as Final Fantasy II! Gordon and Scott are both princes, and Scott dies early in the game, before he can even profess his love to a princess. Gordon feels devastated and weak without his brother, thinking he isn’t fit to be a leader in his stead.
In Final Fantasy IV we get the twins Palom and Porom, who are very close despite their occasional bickering and are shown in the sequel to be psychically connected, as Porom is able to sense something terribly wrong with her brother several hundreds of miles away. They’re like yin and yang, complementing each other with black and white magic, sacrifice themselves together (they get better. yeah, I have no idea) and are shown to care for one another deeply.
Another pair in this game is (spoilers!) Cecil and Theodor, aka Golbez. They were separated through Zemus when they were really young, but after Theodor breaks free from the creature’s control he is shown to immediately care for his younger brother, and feels regret for what he was forced to do. Cecil is willing to forgive Theodor in a heartbeat despite everything he’s done and still considers him family. In the sequel, Theodor does not hesitate in an attempt to sacrifice himself for Cecil’s sake, but Cecil won’t let him.
Oh, and the sequel introduces a couple of kids, so badass family incest is in order.
In Final Fantasy V there’s (spoilers, again) the sisters Faris and Lenna, who are again separated when young and later meet. Faris mellows her tough pirate front to admit she cares for Lenna, and Lenna is also very happy and glad to meet Faris even as this is only the first time they see each other.
Galuf and Krile are grandfather and granddaughter, and despite the huge age gap they can be cute; can I say (spoilers) Galuf gives his soul to her when he dies?
In Final Fantasy VI, the brothers Sabin and Edgar, oh so much. Edgar rigs a coin toss just so he can see his brother free and happy, and stays with the burden of carrying a nation. When they meet later they still understand each other more than anyone else, and play around as if nothing had happened, not to mention how Sabin feels after he learns that Edgar used a two-headed coin for his sake ten years back (and the coin is fashioned after the two princes, a custom gift made for their mother, which makes it even more touching.)
In Final Fantasy VII there are family relations but no actual blood relation, but there’s the fact you can (and are encouraged to) inbreed chocobos to get better chocobos.
Final Fantasy VIII doesn’t have much in the way of family anything, but there’s a pairing that I like a lot, Squall and his father Laguna. Another example in which they never saw each other until later on in their lives, and it isn’t immediately obvious to them that they are related, but Laguna still cares for and helps the cold and distant Squall however he can. Squall at first thinks the carefree Laguna is kinda too goofy, but seems to grow a soft spot for him.
In Final Fantasy IX we jump straight into a spoilery, not-exactly-blood-related brothership, Kuja and Zidane, who were created by the same man in a same manner and for a same purpose, and thus have an ideological view on being related; Mikoto can be considered their sister in the same way. In spite of being protagonist and antagonist, they grow to be sympathetic towards each other much later on, with Kuja demonstrating self-hatred and Zidane trying to comfort him. It’s important to mention Zidane chose to stay behind in an unstable location so he could try to save his brother, and that Kuja then pushed Zidane out of harm’s way and told him to leave for his friends, before dying. Zidane takes a pretty long while to return to Alexandria so I believe it’s implied he mourns Kuja.
In Final Fantasy X we got some cousins going on with Yuna and Rikku, who are at the very least teased at. There’s also the skirmishing, I-hate-you-but-I-actually-care-about-you thing happening with Tidus and his father Jecht.
Final Fantasy XII has plenty of characters and incest ships, so bear with me awhile. Firstly we have Vaan and Reks, two brothers who determinedly care about each other but that we don’t see much of because Reks dies very early in-game, sadly. (Late arrival spoilers) Noah (Gabranth) and Basch are tragic brothers, and so are Larsa and Vayne, who are opposite in what they believe in but still respect each other. There are viera sisters not to mention SIX moogle siblings, with Montblanc as the eldest, and any combination could be made out of that. And I may be wrong, but Ondore may be Ashe’s uncle?
Final Fantasy XIII has the sisters Serah and Lightning (Claire). Lightning is known for glaring daggers at Snow and considering him not worthy enough to be Serah’s boyfriend.
In Final Fantasy Tactics, we get quite a batch of siblings, with Ramza and Alma being full siblings with each other and half-siblings to Dycedarg and Zalbaag. Delita and Tietra are also siblings, and so are Wiegraf and Milleuda, Marach and Rapha, and Isilud and Meliadoul. They’re all pretty shippable despite being all tragic pairings.
In Bravely Default (which is a Final Fantasy game despite not having the title), there’s a case of potential ideological incest, (spoilers) in which Alternis is raised to be part of the Lee family, and has a major crush on the Lee’s actual daughter Edea. This is slightly debatable but Braev and Mahzer have basically (MAJOR spoilers) considered Ringabel (aka Alternis) a son in one of the dimensions, so ideologically it’s pretty in there.
If any other FF fans want to address something I forgot, or for a game I know less about (such as the Crystal Chronicles sub-series) please feel free!