Nielsen married four times: to nightclub singer Monica Boyar (1950–1956), Alisande Ullman (1958–1973), Brooks Oliver (1981–1983) and Barbaree Earl (2001–2010).

‘I am afraid if I do not keep moving, they are going to catch me … I am 81 years old and I want to see what is around the corner,’

Nielsen was a practical joker, and known for pranking people with a portable hand-controlled fart machine. His epitaph read: ‘Let ‘er rip’, a final reference to his favourite practical joke.