Family
- daughter Daisy Nichols: Born c. 1964; mother, Margo Callas
- daughter-in-law Rachel Nichols: Married to Max Nichols
- grandmother Hedwig Lachmann: Translated original Oscar Wilde play and wrote libretto to Richard Strauss' opera "Salome"
- grandfather Gustav Landauer:
- father Nicholaievitch Peschowsky: Russian-born; moved to Germany after the 1917 Russian Revolution; moved to NYC in 1938 to escape the Nazis; died of leukemia c. 1942
- mother Brigitte Peschowsky: German; born c. 1908; emigrated to USA in 1941; had remained in Germany because of illness and marital problems
- brother Robert Nichols: Born c. 1936
- son Max Nichols: Born c. 1974; mother, Anabel Davis-Goff
- daughter Jenny Nichols: Born c. 1977; mother, Anabel Davis-Goff
Companions
- Elaine May: met in 1954 while both were living in Chicago; had brief romance before forming their famous on stage partnership
