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Which of the two sentences below is grammatically better (or correct)?

Of course, the stories of this large family are interesting and well-developed in themselves.

or:

Of course, the stories of this large family are interesting and well-developed by themselves.

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Both of these specific examples are correct, and neither would seem weird, at least to me. There are scenarios where you would use one but not the other, though:
If something is alone, you use by itself.

The puppy lay by herself as her owner got up.

To describe something, usually with a contrast, use in itself.

This story is already a roller coaster in itself, but there's still more to come.

Although in itself is far less common and many people would still say by itself here.

  • No problem. I've wondered this sometimes, too. – Robert W. Jan 9 at 0:20
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Prefer in themselves.

This means that the stories alone are interesting and well-developed but it also suggests that there might be something more to consider. For example:

The stories are interesting in themselves but would be greatly improved with old family photos.

The use of by themselves is ambiguous. It might mean that the stories are interesting when not considered with some other element (such as photos, videos, sources, historical verification etc).

But it might also be taken to mean that the stories had been well-developed by the family themselves and not by third parties.

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