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If we're talking about rabbit holes, here's another one I encountered a while back where my efforts came to naught. In short, when a William Byrne married a Mary Irwin in St. Malachy's Belfast in December 1919, one of the witnesses was a John J McCabe:
https://civilrecords.irishgenealogy.ie/churchrecords/images/marriage_returns/marriages_1919/09691/5515169.pdf

After some digging, I found a baptismal record for the same William Byrne in St. Peter's Belfast in March 1898, I say 'the same' because the baptismal record actually says that he went on to marry Mary Irwin in St. Malachy's in 1919, critically, his mother's surname was recorded as McKinstry.  Here was William in his family in 1901 and the marriage of his parents - John Byrne and Mary Anne McKinstry - in St. Peter's Belfast in 1887:
https://www.census.nationalarchives.ie/pages/1901/Antrim/Falls/Ton_Street/952509/
https://civilrecords.irishgenealogy.ie/churchrecords/images/marriage_returns/marriages_1887/10816/5944891.pdf

So at this point I was thinking, was Mary Anne McKinstry a sister of Annie and was John J. McCabe therefore witnessing the marriage of William Byrne as his cousin?  Unfortunately, it all started to drift away from that likelihood, for the church record of that 1887 marriage identified Mary Anne McKinstry's parents as John McKinstry and Mary (Hanna) Gannon, who were married in the Church of Ireland church in Lurgan Co. Armagh in 1868:
https://civilrecords.irishgenealogy.ie/churchrecords/images/marriage_returns/marriages_1868/11458/8210574.pdf

I could neither find a birth to this couple for a daughter Annie, nor did the Lurgan Co. Armagh geography gel with the birthplace of Co. Antrim that Annie gave in both the 1901 and 1911 censuses.  But if anyone can see something that I've missed to rule it all back in, feel free. 
 

Not sure if someone has already posted this, but the Roden Street Barracks census return in 1901 shows the birth place of a 41 year old unmarried Catholic constable 'J M' - possibly the same chap as the James McCabe who died in 1902 - as Co. Fermanagh:

https://www.census.nationalarchives.ie/reels/nai000307133/

I'll see if there are any baptismal records...

Yes, there are corresponding baptisms, according to the transcripts:

- Mary Josephine McKinley was baptised in St. Peter's Belfast on 8 April 1886 for parents John McKinley and Anne McKinley of 9 Blackwater Street, the sponsor was Margaret Madden;

- John James McKinley was baptised in St. Paul's Belfast on 21 October 1888 for mother Annie McKinley of 9 Blackwater Street, the name of the father was not given, the sponsor was Margaret Madden;

- Catherine McKinley was baptised in St. Peter's Belfast on 21 May 1891 for parents James McKinley and Ann McKinley of 3 Fifth Street, the sponsor was Margaret Madden.

By the time of the 1951 street listing for Donnybrook Street, Mary is shown next door at no. 14:

12. Pollock, Mrs. H.
14. McCabe, Miss M.

The 1955 and 1960 listings then show this:

12. Pollock, Mrs. H.
14. McKee, Miss M.

BTW, the Mrs. H Pollock was likely a widow Harriet Pollock, according to an entry in the PRONI Will Calendars: Pollock, Harriet of 12 Donnybrook Street Belfast widow died 9 July 1962 at Belfast City Hospital Belfast Probate Belfast 20 August to John Girvan presbyterian minister. Effects £1278 5s.

Belfast Telegraph, 24 August 1942: McDowell - August 23, 1942, at Hospital, SAMUEL, dearly-beloved husband of ELIZABETH McDOWELL.  Funeral from his late residence, 22 EIA Street ... (etc. etc. - the burial was at Carnmoney).