Not exactly living ones, but...
-James Bond is related to British noble Sir Thomas Bond. There's actually a visual joke to this in OCTOPUSSY where Bond is on Bond street.
-The Antonio Banderas Zorro is the fictional brother of the real-life bandit Joaquin Muretta.
-Rome's version of Caeserion is the son of Titus Pullo instead of Julius Caeser.
-Spock says his ancestor create a Sherlock Holmes qoute in Star Trek VI, implying he's related to Conan Doyle, although alternatively he's referring to Holmes.
-Alexios and Kassandra from Assasssin's Creed Odysseys are related to both Leonidas and Pythagoras. In the Ezio saga, Ezio also has a romance with Christina Vespucci, related to Amerigo, the man who named America.
-Batman is said to be related to Revolutionary War hero Anthony Wayne:
https://en.wikipedia.org/wiki/Anthony_Wayne
-Collosus and Illyana from X-men of course are said to be related to *that* Rasputin.