I think Nico's daughter, Laura Duguid, said in her feedback to this website that she is the only surviving family member of The Five. But considering how many siblings Arthur and Sylvia had, there are probably several great-nephews and -nieces still living. Back in October, one of them spoke out in an AP article, "Depp's New Film Sparks Outcry Among Barrie's Family":
While the characters in the Barrie biopic are based on real people, Hollywood's version of events have led the classic author's family to complain about its authenticity -- including the onscreen relationship between Barrie and his wife Sylvia, played by Kate Winslet. The movie depicts Sylvia first meeting Barrie shortly after the death of her husband to cancer -- although in reality her spouse Arthur Llewelyn Davies was still alive. Sylvia's great-niece Lady Tessa Montgomery says, "It's a pity they didn't stick to the facts. Films have a habit of rewriting history. People rewrite even slightly the story or a character and often the family find it's not the person they remember or know about."
Personally, I think this article was rather overdone. No other family members seemed to have had a problem with
Finding Neverland, and Laura Duguid even appears it. She's the woman in the black dress between Johnny Depp (Barrie) and Freddie Highmore (Peter Davies).
(http://www.ohjohnny.net/neverland/caps/Tfn-568.jpg)
Laura also has an interview on the DVD of the 2003
Peter Pan. And if I remember correctly, Andrew's on it, too.