None of them have both living parents.
FF1 - N/A as there's no real main character
FF2 - The three main characters are all orphans
FF3 - The Onion Kids are orphans, lol!
FF4 - The Great Light's still alive, I don't remember who Cecil's mom is
FF5 - Butz is an orphan
FF6 - Terra's an orphan, too.
FF7 - Cloud's mom might still be alive... dunno about his dad
FF8 - Living father, dead mom
FF9 - Hell if I know.
FF10 - Haven't played