There's quite a bit in the archives here (and also on the MP board) on the issue of cousin marriages - yes, they were legal, and still are in Britain. (Caroline: could we put it in the FAQ? This one comes up very often, usually in connection with MP rather than Darcy & Lady Anne.)

Marrying a deceased wife's sister was legal in JA's time, but not later on in the 19th century (again, check the archives).

The legality of marrying a brother's divorced wife is exactly the sort of nitty problem that the denizens of the L&T board love to get stuck into ;-)