Although Columbo talks about his wife in many episodes, he mentioned having a sister once in "Prescription: Murder" (1968).
Oh, there's just one more thing...
In this 1968 two hour Pilot, (about 1hr-34min in), Columbo is waiting for the suspect's lover to approach him at the movie studio. The long shot, from behind and above Columbo, shows him standing next to the ice cream truck, and placing his briefcase on the ground, to the left and front of him. A tight-shot from Columbo's front, now shows the briefcase tight and to his left leg, while Columbo rips the wrapper from his Popsicle, and he THROWS the wrapper to the ground behind him. The next shot is again the long shot from behind and above Columbo. His briefcase is now, again, to his left and in front of him, and there is no sign of the Popsicle wrapper which he just threw on the ground behind him.