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Matthew 19

3 The Pharisees also came to Him, testing Him, and saying to Him, “Is it lawful for a man to divorce his wife for just any reason?”
4 And He answered and said to them, “Have you not read that He who made them at the beginning ‘made them male and female,’
5 and said, ‘For this reason a man shall leave his father and mother and be joined to his wife, and the two shall become one flesh’?
6 So then, they are no longer two but one flesh. Therefore what God has joined together, let not man separate.”
7 They said to Him, “Why then did Moses command to give a certificate of divorce, and to put her away?”
8 He said to them, “Moses, because of the hardness of your hearts, permitted you to divorce your wives, but from the beginning it was not so.
9 And I say to you, whoever divorces his wife, except for sexual immorality, and marries another, commits adultery; and whoever marries her who is divorced commits adultery.”
10 His disciples said to Him, “If such is the case of the man with his wife, it is better not to marry.”

Here's a pretty good article:

"He may be saying that divorcing an adulterous wife is not what makes her adulterous because she is so already. Another possibility is that Jesus is referring to marriages that are not possible to begin with due to an insurmountable defect like incest. In Matthew 19:9, Jesus uses the word "Porneia," which has a broader range of meaning than "Moicheia," which means adultery. In other words, he says, "Whoever divorces his wife, except for porneia, commits moicheia." If He was giving an exception for adultery, He could have used the more specific "moicheia" instead of porneia. It is argued by some that porneia here refers to incest and is used by St. Matthew to inform those who may be converting to Judaism/Christianity that they are obligated to discontinue marriage arrangements contrary to Jewish law in Levitians 17-18. This argument seems to be supported by the fact that porneia is used to refer to incest in 1 Corinthians 15:11."

http://www.catscans.com/catholicsite/divorce3.htm