Herodian dynasty
Philip married his niece Salome, the daughter of Herodias and Herod II (sometimes called Herod Philip I, and also a member of the Herodian dynasty). This Salome appears in the Bible in connection with the execution of John the Baptist. However, there would have been a great difference in their ages: Salome was born in ~14 CE, at which time Herod Philip was 39 years old. The gospels of Matthew and Mark state that the Herodias whom Herod Antipas married was the wife of Antipas' brother "Philip", a fact supported by Josephus, who indicated she was the wife of Herod II (a.k.a. Philip I). It is known that Philip the Tetrarch rebuilt the city of Caesarea Philippi, calling it by his own name to distinguish it from the Caesarea on the sea-coast, which was the seat of the Roman government. It is possible that the 'Salome' he was married to was a half-sister by that same name, a daughter of Herod the Great and his 8th wife Elpis. This sibling Salome was born in ~14 BCE, and so only five years younger than Herod Philip (a more realistic age gap). But this would also be the only known occurrence of the children of Herod the Great intermarrying, even if from different mothers. Marriage to 1st cousins and uncles, however, was relatively common in the so-called Herodian dynasty.