Well, Mario Vargas Llosa married his aunt, making himself his own uncle. Maybe it doesn't count, though, because she was an aunt by marriage, not blood, so just a technical uncle. Still, it gave him some of the material for his comic novel "La Tía Julia y el Escribidor" [Aunt Julia and the Scriptwriter].
And I have a similar case amongst my own in-laws. Again, not blood relatives but, nevertheless, an uncle marrying a niece.