Ada or Ardor

Ada, or Ardor: a Family Chronicle is a 1969 novel by Vladimir Nabokov, taking the form of the long memoirs of a psychiatrist around 1967 looking back at his 97 years of life. Rather than his career or philosophical thinking, however, the bulk of it concerns his over 80-year-long love affair with his cousin (actually sister), the eponymous Ada.

Ada contains examples of:

 * Alternate History: Most of the world is under Anglo-American dominion, with the notable exception of Tartary, and electrical power is taboo, just for a start. The Golden Horde still rules, so it can be inferred that the point of divergence was in the 14th century, but this is unsure.
 * Brother Sister Incest: The meat of the plot.
 * Gratuitous Foreign Language: There's quite a bit of Russian and French interpolated, including a two paragraph letter entirely in French. Vivian Darkbloom's appendix provides translations for all of this, though it's usually understandable enough from context.
 * In Spite of a Nail: Despite some apparently rather large changes in 15th-century European geopolitics, the United States seems to be pretty much the same, or at least the continental 48 states. There are still Spanish and Native American place names, and all the mentioned states and cities seem to be the same.
 * Kissing Cousins: In theory.
 * Literary Agent Hypothesis: The book purports to be the dictated memoirs of Ivan Veen (the main character), with assistance from Ada. There's also an appendix by "Vivian Darkbloom".
 * My Girl Is Not a Slut: Van is at one point quite hurt by Ada's affairs, while seeing no problem with the fact that he has far more.
 * One Steve Limit: Two characters are named "Walter D. Veen", so they're distinguished by their middle names.
 * Outgrown Such Silly Superstitions: Religion exists, but it's much less popular and treated far more disdainfully than in reality. Marina, admittely not very smart, is even unaware that Judaism predates Christianity.
 * Parental Incest: Mention is made of a man who impregnates his 5-year-old granddaughter (while asleep, supposedly). Five years later, he impregnates the resulting girl, again supposedly while asleep.
 * Shout Out: The nonfiction work The Ambidextrous Universe by Martin Gardner quoted John Shade; Nabokov returned the favor by having Van mention John Shade being quoted by the "invented philosopher" Gardiner [sic] in that book.
 * Steampunk: Very minor case, but blimps are more prominent, there are clockwork horseless carriages, and telecommunication is done through "hydrophones" (later corrupted to "dorophones").
 * Tangled Family Tree: Walter D. Veen marries Aqua Durmanov, his second cousin, while his cousin, also named Walter D. Veen, marries Aqua's twin sister, Marina. A chart is included with the book.
 * Teen Genius: Ada and Van are both very precocious; the latter gets a master's degree at 19.
 * Three Way Sex