Family
- father Gerald Dick: Killed in an auto collision with a drunk driver while driving the family home from a University of Colorado football game when Allen was eleven years old
- mother Martha Dick: Remarried high school sweetheart two years after the death of her husband (Allen's father)
- step-father :
- sister : Has at least one (some sources report two)
- brothers : Has at least four (some sources report six)
- daughter Katherine Allen: Born in 1989; mother, Laura Diebel
- daughter Elizabeth Allen: Born March 28, 2009; mother, Jane Hajduk
Companions
- wife Laura Diebel: Met in college; married from 1984-2003; served as chief executive officer of Allen's tool line
- wife Jane Hajduk: Appeared together in "Zoom" (2006) and "The Shaggy Dog" (2006); married Oct. 7, 2006
