I guess I was bound to find it somewhere; on September 23rd, 1804 when Davis Hayward married I. Freelove Whitman we became the descendants of two first cousins marrying.
You see Davis was the son of Azariah Hayward. Freelove was the daughter of Sarah Hayward. Azariah and Sarah were siblings.
Turns out, the US is one of the few countries that has a law about cousins marrying, and the science behind it is flawed. There is an interesting article on this over at The Straight Dope
Davis Hayward is the great-great grandfather of Myron Esdell Hayward.