If you use Family Tree Builder, please read the following article: How do I show a marriage between cousins in my Family Tree Builder tree?
It is now possible to add a marriage between two cousins who already exist in your tree, without adding any new individual.
You can do so using the ‘Connect to existing person’ feature.
First, click on the “+” under one of the spouses.
Then, go to ‘Connect to existing person’.
Click on connect to existing partner, and type the name of the partner. Select the relationship between them, and click on OK.
Now, the two cousins that were already in your tree will be connected as partners as well.