He married Charlene Harris in Dallas, Texas on 9 November 1940 and they had two children. Charlotte was the first child, born on 5 May 1944 (she married James P. Bonner of Chicago, Illinois). "Buddy" or "Little Bud" (after his father's nickname "Bud") was the second child; he was born 10 October 1947. His full legal name is Sheldon Guy Lemuel Barnum, Jr. Sheldon Guy and Charlene divorced in the late 1950s, later remarried and then divorced again. Sheldon Guy married Marion Harriet Schwalbe in Dallas on 10 October 1965; they had no children, and were divorced in Dallas in the early 1970s.