copied from the London Literary Gazette:
A proof that a man may be his own Grandfather.—There was a widow and her daughter-in-law, and a man and his son.
The widow married the son, and the daughter the old man; the widow was, therefore, mother to her husband's father, consequently grandmother to her own husband.
They had a son, to whom she was great-grandmother; now, as the son of a great-grandmother must be either a grandfather or great-uncle, this boy was therefore his own grandfather.
N. B. This was actually the case with a boy at a school in Norwich.
While not frequent, situations such as this do occur occasionally in life, the Bill Wyman/Mandy Smith affair (including his son and her mother) being one celebrity example.