https://www.legacy.com/us/obituaries/latimes/name/robert-marx-obituary?id=52141391
The list of survivors mentions his cousin Bill Marx (Harpo's eldest son, born 1937). But there are several other first cousins - surviving children of the five Marx Brothers.
There's Bill's brother Jim Marx (born 1944), as well as Groucho's youngest child Melinda Marx (born 1946).
Zeppo Marx had two sons, Timothy and Thomas (adopted in 1944 and 1945), but I have not been able to confirm that they are still living. (There's a producer named Timothy Marx listed on IMDB, but a source on The Marx Brothers Council Facebook group says that's a different Timothy Marx.)