He married Sarah A. Sanders on 27 Jan 1879 in Centralia, Illinois. Albert&Sarah had a son named Charles Walter Gehrig and a daughter named Carrie Gehrig McClelland (husband was James).
Albert was also married a widow named Kansas, who had a child named Earl R. Steele (his dad: Absalom Steele). Don't know her maiden name at all and I've no idea where she was buried; but, Albert&Kansas had a son named Otto Forest Gehrig (bc 1907 in Illinois).
Finally Albert married Cora B. Smith. Albert&Cora didn't have any children, but Otto remained with them for a while.