I think I can answer that, blobby!
Woody Allen didn't adopt Soon Yi...she was the adopted daughter of Mia Farrow & Andre Previn. As far as I know, Mia & Woody had a rather unconventional relationship in that they never lived together anyway ~ however I still feel the union of Soon Yi and Woody is a little 'icky' as despite Woody's protestations he was in her life as a father figure for a good few years...
I have no idea on the laws of marriage in the US (it probably varies from state to state anyway), although I do know that in certain states cousins are forbidden to marry ~ whilst in the UK it is permitted!