I've met my 4th cousin.
I do a significant amount of research into my family history.
What struck me was how closely life paths in our families were. There were definitely family traits in terms of interests and occupations although the split in the family occurred over 100 years ago. Our overall beliefs were similar too.
Its hard to know how much of that is social and how much genetic. But the product is a shared understanding and cultural heritage of beliefs (not just religion). So I can totally get why 3rd cousins might marry.
Im currently researching part of DH's family. There is a family member who lived to a very old age. The newspaper lists which family members attended the funeral. Its been really useful for being able to trace family members.
What is fascinating is, having been able to identify grandchildren and great grandchildren is how and where they lived in the community. There are 33 grandchildren. Half of them lived in a small suburb of Sheffield, literally next door to each other, which I'd never known without the research. Tracing the families through, many seem to still live in the area. Its utterly fascinating.
I've looked at similar families before. The newspaper will often say how many grandchildren and Great grandchildren they had at the time of their death. I think one I've come across in my family had over 80 grandkids alone! (Fun for tracing!)
With much smaller family sizes the chances of marrying your distant relatives, are much less likely. Over 100 years ago, it would have been a lot more likely, as people tended to stay in the same communities for generations more often and having large numbers of children (keep in mind that until 1840 people were a) not allowed to leave their parish unless they could demonstrate they could be supported financially b) the population was stable due to the limitation on population growth being food production.)
We are aware of the Royals doing it because their family trees are particularly well documented. The same goes for aristocratic families really. But I don't think that it was significantly less common in ordinary families if you go back 4 or 5 generations. The change in how people move about and mix has been fairly recent.
We are much less aware of who is related to who as we no long live in small communities in the same way. And its not as well documented in lower social classes.