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Basically, one of the playable main characters, Miu, is the product of incest.

A book you find in the game talks about “shadowborn” children, basically children born of a ghost father and a living mother.

When Miu finds the requilary containing her mother, the ghost of the old woman who presided over the “ghost marriages” performed on Mount Hikami appears, and refers to Miu as a “shadowborn”.
Elsewhere in the game, we discover that her mother, Miku, entered into such a ghost marriage with her dead brother, Mafuyu. (Those who have played Fatal Frame 1 and 3 will remember his story)
Thus it is heavily implied that Miu is the shadowborn daughter of Miku and Mafuyu, and indeed the game’s official guide in Japan apparently confirms that she is.
The details of shadowborn conception are kept vague, so it’s not clear if Miku and Mafuyu literally did the nasty, but the end result is that a Nintendo published game has a protagonist whose parents are brother and sister.