He married three times: to actress Cora Busch in 1902 (their daughter Cora Marjorie Viola Anson was born in 1906) and they divorced in 1912; to actress Deirdre Doyle in 1912, they were later divorced; thirdly to actress Mary Malleson, with whom he appeared in New York in "The Barton Mystery" by Walter C. Hackett in 1917; he also directed this play. During the 1920s he was engaged to, but did not marry, the actress Marjorie Rambeau with whom he was in two New York productions: "As You Like It" in 1923, and "The Road Together" (which closed after one performance) by George Middleton in 1924.