Berg married the widowed Arthur Schaible on Christmas Day, 1958 at Fifth Avenue Presbyterian Church in New York City.
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Two more-traditional Kimbel & Cabus commissions were for the interior woodwork of the Fifth Avenue Presbyterian Church (1875) and the Tenth Company Room at the Seventh Regiment Armory (1879–80).
His brother, Presbyterian minister James Waddel Alexander, had become the patron of Equitable founder Henry Baldwin Hyde, and many of the company's original directors were members of Rev. Alexander's Fifth Avenue Presbyterian Church.
In December 1911, Knox was married at New York's Fifth Avenue Presbyterian Church Katherine McCook, the daughter of Anson G. McCook, a member of the "Fighting McCooks," one of the most prolific military families during the American Civil War.