Answer by taking a quote from the following article:

O'Neill was born in a hotel, the Barrett House, at Broadway and 43rd Street, on what was then Longacre Square (now Times Square). A commemorative plaque was first dedicated there in 1957. The site is now occupied by 1500 Broadway, which houses offices, retail, and ABC Studios. He was the son of Irish immigrant actor James O'Neill and Mary Ellen Quinlan, who was also of Irish descent.

O'Neill was married to Kathleen Jenkins from October 2, 1909 to 1912, during which time they had one son, Eugene O'Neill, Jr. (1910-1950). In 1917, O'Neill met Agnes Boulton, a successful writer of commercial fiction, and they married on April 12, 1918. They lived in a home owned by her parents in Point Pleasant, New Jersey, after their marriage. The years of their marriage--during which the couple lived in Connecticut and Bermuda and had two children, Shane and Oona--are described vividly in her 1958 memoir Part of a Long Story. They divorced in 1929, after O'Neill abandoned Boulton and the children for the actress Carlotta Monterey (born San Francisco, California, December 28, 1888; died Westwood, New Jersey, November 18, 1970). O'Neill and Carlotta married less than a month after he officially divorced his previous wife.  In 1929, O'Neill and Monterey moved to the Loire Valley in central France, where they lived in the Chateau du Plessis in Saint-Antoine-du-Rocher, Indre-et-Loire. During the early 1930s they returned to the United States and lived in Sea Island, Georgia, at a house called Casa Genotta. He moved to Danville, California in 1937 and lived there until 1944. His house there, Tao House, is today the Eugene O'Neill National Historic Site.  In their first years together, Monterey organized O'Neill's life, enabling him to devote himself to writing. She later became addicted to potassium bromide, and the marriage deteriorated, resulting in a number of separations, although they never divorced.  In 1943, O'Neill disowned his daughter Oona for marrying the English actor, director, and producer Charlie Chaplin when she was 18 and Chaplin was 54. He never saw Oona again.  He also had distant relationships with his sons. Eugene O'Neill, Jr., a Yale classicist, suffered from alcoholism and committed suicide in 1950 at the age of 40. Shane O'Neill became a heroin addict and moved into the family home in Bermuda, Spithead, with his new wife, where he supported himself by selling off the furnishings. He was disowned by his father before also committing suicide (by jumping out of a window) a number of years later. Oona ultimately inherited Spithead and the connected estate (subsequently known as the Chaplin Estate). In 1950 O'Neill joined The Lambs, the famed theater club.

What else is known of Shane and Oona?
children, Shane and Oona--are described vividly in her 1958 memoir Part of a Long Story.