My wife is White British has two sets of family members under 80 who were cousin marriages within my fairly immediate family eg aunts uncles and cousins(one is an inlaw). Once I mentioned it and it turns out there is more within the extended family, and often people tell me about theres in response. I think its potentially more common here in Scotland, but in general its probably just not something that gets mentioned
I'm also aware of how common it is for travellers
It would be hard to accurately trace and identify cousins. Her mum was one of 8, her dad one of 6, and subsequently discovered two other siblings that were adopted out. There are cousins that shes never met etc so if you asked her to do a family tree she would struggle struggle!
Cousins can also be a vague term. I call people cousins (common in my culture) that aren't first cousins in the normal sense, but that's simply not the definition of cousin in my culture, biology isnt tracked in the same way, to the extent my medical records include things about an auntie who isn't bio linked to me.
I'm aware that some countries map out your family tree before marriage, but I genuinely dont know how you'd be able to prove people were cousins without dna checking everyone, especially of people are coming from countries with poor records
Even if the info is accurate you dont need to be legally married to have kids and lots of cultures aren't overly worried about legal marriages over ceremonies