Max's Uncle, Aunt Ruth, and Cousins
When Max is nine, his mother runs out of money and they go to live with an uncle who isn't named. We assume Aunt Ruth (a name Liesel hears Max saying in his sleep) is his uncle's wife, but the novel doesn't specify.
The man has six children, including a son named Isaac, with whom Max learns to fight. There's also a daughter named Sarah, whose hand Max is holding when Walter comes to take him to a hiding place. The other cousins aren't named, but we are told that Max is close to them. Max feels horribly guilty about leaving them behind.
When he learns from Walter that they have disappeared, he, naturally, assumes they have been taken to a concentration camp, and/or killed. This, as you know, greatly increases Max's burden of guilt.