Born near Winnsboro in Fairfield County in north central South Carolina, Curry was the younger of two sons of Robert Pearson Curry and the former Caroline May Parr. His mother died when he was six years of age. He subsequently acquired four half-brothers from his father's second marriage to the former Eliza Harper. Curry was himself twice married as well. From his first union with the former Margaret Aiken Martin Bell, a widow and also a native of Fairfield County, South Carolina who was nine years his senior, he had two daughters who like their father died early in life, Mary Caroline Curry Bligh and Margaret Eugenia Curry Wooley. After Margaret's death, he wed Mollie Burdett Banks, a native of Tulip in Dallas County, Arkansas, who was twenty years his junior. Mollie was a great-great-grand-niece of George Washington. Mollie and Robert Curry were married by her father, the Reverend Alexander Robinson Banks, a Presbyterian minister originally from York, South Carolina, who later lived near El Dorado, Arkansas, before moving to the Rocky Mount Community in Bossier Parish, where he was a long-term pastor. Mollie's mother, the former Mary Fitzhugh, was like Robert Curry's mother a Virginia native.
In 1908, Mollie Banks Curry married James Samuel Gray, a native of Atlanta, Georgia. "Miss Mollie," as she was known, was living in Plain Dealing in northern Bossier Parish when on March 19, 1931, shortly before her sixty-ninth birthday, she filed an application for a Confederate widows pension in Bossier Parish. Mollie subsequently moved to Shreveport, where she resided for a year with her daughter, then returned to Plain Dealing, and finally moved again to Shreveport to reside the last year of her life with a son. When she died in the spring of 1958, her surviving children were listed as Annie Belle Curry Boggs, wife of W. B. Boggs, Jr.; Robert H. "Bob" Curry, a member of the elected Louisiana State Board of Education for Louisiana's 4th congressional district and past president of the Norwella Council of the Boy Scouts of America, and Glenn H. Curry of Texarkana, Texas, who died five months after his mother's passing and is interred at Hillcrest Cemetery in Texarkana. Mollie Curry Gray is interred at Forest Park East Cemetery in Shreveport. Robert Houston Curry was succeeded in the legislature in 1892 by William Benton Boggs, whose son married Mollie's daughter.
