Michael Buckner / Getty Images

Martin, 67, and his wife, Anne Stringfield, 41, keep an intensely private life in Los Angeles, but they supposedly welcomed a baby back in December, who would be Martin's first child. "They’ve had a baby, and how they kept it a secret nobody knows,” a source told Page Six. “Steve’s very private.”

Martin and Stringfield, a writer and former staffer for New Yorker, married in 2007. Martin was previously married to British actress Victoria Tennant from 1986 to 1994.