I am my own grandfather.

After long years as a bachelor I was tired of being alone and married a widow with a grown daughter. My father fell in love with the daughter and took her as his wife. This made me my own son-in-law and my stepdaughter became my mother. After a year my wife gave birth to a son. Now, my son was my father's brother-in-law and at the same time my uncle, since he was my stepmother's brother. But my father's wife also gave birth to a son. So this was my brother and also my grandson, since he was the son of my daughter. This meant I'd married my grandmother, since she was the mother of my mother. As my wife's husband, I was also her grandson. And since the husband of a grandmother is always a grandfather, I am my own grandfather.