You cousin-in-law. They're married to your cousin, therefore, you are related. By law (hence the "in-law") not by blood. So, you would call the spouse of your cousin, your cousin-in-law.
I bet he's thinking about other women; If your sister's husband is your brother-in-law and your brother's wife is your sister-in-law, what would you call the spouse of your cousin?
Caption this Meme
