It can get even more fun!

If instead of two brothers marrying two sisters, you have two brothers marrying two first cousins, like so...

    b1 and b2 are brothers
    c1 and c2 are first cousins
    b1 and c1 marry and have child x
    b2 and c2 marry and have child y

... then x and y are both first and second cousins (and their children are second + third cousins, etc).