Bangs married Clara Celia Lake in 1886 and had a son, Roscoe Conkling Bangs (b. 1888) and a daughter, Laura Louise Bangs (b. 1890) in Washington, D.C. He later married an Illinoisan woman named Bertha Ann Sack and had another son, David Jr. (b. 1911), and moved to Illinois, taking clerical work for the Customs Office. He retired to Miami Florida around 1929 and died there in 1935. He was a member of the Sons of the American Revolution.
