Caro and mugwump,
Many thanks for your comments; they're very helpful. I was aware that first-cousin marriages were legal in the UK, but I didn't think that three in one family was at all common! I'm going to double check the addresses, just to see how close they were, though presumably once one set had married, that would have brought the families together more. I still need to work out what they would call each other!
In looking into this, I found recent research which suggests that first-cousin marriages are no more likely to have children with genetic defects than women over 40.
It certainly provides some interest: otherwise, in this line there are just a few labourers, a railway porter or two and a soldier!