This is what I think.
Twilight's Parents: They are busy in Canterlot, and Twilight rarely ever sees them. This could be because they are Canterlot nobility/high society, or they could just have busy jobs, like scientists. I'm sure she's an only child.
Rarity and Sweetie Bell's parents: We've seen them. They often go on vacations and second honeymoons, leaving Sweetie Belle with Rarity. They are kind parents, but kind of bumbling and embarrassing.
Apple family parents: Two possibilities. Head of Apple family and have enormous orchard elsewhere, or more likely they passed away. If they are never shown or mentioned in the future, then I think they are dead.
Pinkie Pie: They are still on the rock farm. I'm not sure about her sisters.
Rainbow Dash: Two possibilities. One is that they were always busy, and never had enough time for her, driving her to want attention. The other is that she has many siblings, and never got enough attention being lost in a crowd of brothers and sisters.
Fluttershy: I have no idea. Seems like she would be an only child, but that's just my opinion.