Craig was born and raised in Omaha, Nebraska. He is the oldest son of Arthur and Antoinette Anton and of four children. Craig has two younger sisters, Toni (born 1964) and Megan (born 1977), and one younger brother, Brian (1970). Craig's parents are divorced and his father remarried. He is now married to Eileen McBay and they now live in Houston, Texas, while his mother lives in Las Vegas, Nevada.