Cersei and Jamie have been fond of each other since childhood and have practiced incest secretly. They continue to have sexual relationships even after Cersei is married and becomes the Queen of the Seven Kingdoms. Cersei has three children with Jamie which is unknown to the King.
On the same lines is the novel and movie The Other Boleyn Girl. The novel is written by Philippa Gregory. Anne Boleyn commits incest with her brother George Boleyn as she has had a miscarriage and there is a dire need for a male heir to the throne. She believes she is unable to have a healthy child with the king and so to save her life takes help from her brother.