[(Genesis 38:1:) "And Judah went down [from his brothers, and turned aside to a certain Adullamite]."] This is what the verse says (Micah 1:15): "I will yet bring to you one who shall dispossess you, [O inhabitant of Mareshah; to Adullam shall come the glory of Israel]." R. Judah and R. Nehemiah [differed]. One said: The tribes married their sisters, as it is said (Genesis 37:35): "And all his sons and all his daughters arose to comfort him." And how many daughters were there? Rather, they were their twin sisters, for [the mother] would bear twins together with [each son], and he would take her [as a wife]. And thus it says regarding Benjamin (Genesis 35:17): "for this too is a son for you." "For this is a son for you" is not stated, but rather "for this too" — that his mother bore a twin sister along with him. Hence (ibid. 37:35): "And all his sons and all his daughters [arose]." From here you learn that they married their sisters. And R. Nehemiah upholds [the verse by interpreting] "his daughters" as his daughters-in-law, for a man's son-in-law is like his son and his daughter-in-law like his daughter, and a man does not refrain from calling his daughter-in-law his daughter. Our Rabbis said: Judah, who was the eldest in his father's house, took a Canaanite woman, as it is written (Genesis 38:2): "And Judah saw there [the daughter of a certain Canaanite]." And the prophet proclaims (Micah 1:15): "To Adullam shall come the (Holy One) [glory] of Israel." Hence (Genesis 38:1): "And Judah went down [from his brothers] and turned aside to a certain Adullamite."
Why Judah Went Down and the Twin Sisters of the Tribes
Midrash Tanchuma Buber, Vayeshev 10:1
[וירד יהודה]. זש"ה עוד היורש אביא לך וגו' (מיכה א טו), ר' יהודה ור' נחמיה, חד אמר לאחיותיהם נטלו השבטים, שנאמר ויקומו כל בניו וכל בנותיו לנחמו, וכמה היו הבנות, אלא תיומותיהם היו, שהיתה יולדת עמו תאומים והוא נוטלה, וכן הוא אומר גבי בנימן כי גם זה לך בן (בראשית לה יז), כי זה לך בן לא נאמר, אלא כי גם זה, שילדה אמו תאומה, הוי ויקומו כל בניו וכל בנותיו וגו' (שם לז לה), מכאן אתה למד שנטלו את אחיותיהם, ור' נחמיה מקיים בנותיו כלותיו, שחתנו של אדם כבנו וכלתו כבתו, ואין אדם נמנע מלקרוא לכלתו בתו. אמרו רבותינו יהודה שהיה גדול בבית אביו נטל כנענית, שכתיב וירא שם יהודה, והנביא מכריז עד עדולם יבא (קדוש) [כבוד] ישראל (מיכה א טו), הוי וירד יהודה וגו' ויט עד איש עדולמי.