I was just thinking of an old (like 45 year old) porn movie I saw where the guy realized the hooker he was fucking was his daughter, whom he had not seen since she was very little. Neither was aware of that fact prior to sleeping her. I saw the movie 20 years ago, so my memory may be shot.
More generally I am not sure I have seen a story where neither party of a sexual coupling knew they were related to the other party prior to that. Has that been done? It can go in many directions after that.