From January 1959 until his death in 1982, Feldman was married to Lauretta Sullivan. She died in 2010, at the age of 74, in
Studio City, Los Angeles. Feldman's peers have reported, in a number of biographies, that he was highly attractive to women in spite of his unconventional facial appearance. He spent time in jazz clubs, as he found a parallel between 'riffing' in a comedy partnership and the improvisation of jazz. Politically, Feldman was described as an "avowed
socialist", telling one interviewer, "I'm a socialist by conviction, if not by lifestyle", and another, "I'm a socialist from way back, but in order to pay my back taxes I have to live in America to earn enough money to pay the back tax I owe to the socialist government that I voted in." Nevertheless, he generally did not seriously discuss politics in public, and once stated: "I feel it would be presumptuous for me to make any statements about American politics because I'm a guest here." An exception was during a promotional tour for
The Last Remake of Beau Geste, when he denounced the campaign led by
Anita Bryant against homosexuality. Another exception was after the murder of his friend
John Lennon. Feldman subsequently became an anti-gun advocate in the US, even wearing an anti-gun t-shirt and hat pin during his appearance on the late night TV show
Fridays. In 1971, Feldman gave evidence in favour of the defendants in the obscenity trial for
Oz magazine. Feldman wrote an autobiography,
Eye Marty: The Newly Discovered Autobiography of a Comic Genius, which was brought to light following Lauretta's death. It was published in 2012 with a foreword by
Eric Idle. ==Death==