This is possible in many monster/slave breeding games like Breeding Season or Breeders of the Nephelym. Strive For Power is noteworthy because it mentions familial relations during the sex scenes you choose to have... though it never goes beyond first generation descriptions.
Konk Island (mentioned in another thread here requesting second-gen incest) has the possibility to knock up your daughter, and has a possible epilogue where you're seen having sex with your daughter/granddaughter (in the future, of course!).
Maou Sama's timeline and family tree is so messed up, it's hard to keep track of who's what to who. Most of the girls in the game end up being your "daughters," including your "mother" which...... eh, it's so much fun, you can ignore the twisted family logic!
One to watch for would be
Long Lost Daughter. There's a girl in the game who is the product of your mother seducing you in the past (which is shown as a flashback). She isn't fuckable yet, but I'm sure she eventually will be as getting it on with the entire extended family seems to be the path the game is barreling down...
