In the 1950s, Arbus had an advertising photography business in New York, shooting both local and national ad campaigns, with his first wife,
Diane Arbus (née Nemerov), sister of future poet laureate
Howard Nemerov. Allan and Diane Arbus first met while working in Russek's Department Store. The couple had two children, photographer Amy Arbus and writer/art director
Doon Arbus. Allan and Diane separated in 1959 and divorced a few years later. Diane Arbus committed suicide on July 26, 1971. She was the subject of the film
Fur: An Imaginary Portrait of Diane Arbus (2006).