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Incomplete multi-view clustering, which aims to solve the clustering problem on the incomplete multi-view data with partial view missing, has received more and more attention in recent years. Although numerous methods have been developed, most of the methods either cannot flexibly handle the incomplete multi-view data with arbitrary missing views or do not consider the negative factor of information imbalance among views. Moreover, some methods do not fully explore the local structure of all incomplete views. To tackle these problems, this paper proposes a simple but effective method, named localized sparse incomplete multi-view clustering (LSIMVC). Different from the existing methods, LSIMVC intends to learn a sparse and structured consensus latent representation from the incomplete multi-view data by optimizing a sparse regularized and novel graph embedded multi-view matrix factorization model. Specifically, in such a novel model based on the matrix factorization, a l1 norm based sparse constraint is introduced to obtain the sparse low-dimensional individual representations and the sparse consensus representation. Moreover, a novel local graph embedding term is introduced to learn the structured consensus representation. Different from the existing works, our local graph embedding term aggregates the graph embedding task and consensus representation learning task into a concise term. Furthermore, to reduce the imbalance factor of incomplete multi-view learning, an adaptive weighted learning scheme is introduced to LSIMVC. Finally, an efficient optimization strategy is given to solve the optimization problem of our proposed model. Comprehensive experimental results performed on six incomplete multi-view databases verify that the performance of our LSIMVC is superior to the state-of-the-art IMC approaches. The code is available in https://github.com/justsmart/LSIMVC.