Peter was married four times throughout his lifetime.
His first marriage was to Valerie Godsoe while in Toronto, Canada. This marriage ended in a divorce.
His second marriage was to Anouchka Malouf, and it also ended in a divorce.
His third and longest marriage was to Kati Marton in 1979. They got divorced after fifteen years in 1994.
His fourth and final marriage was to Kayce Freed. They married in 1997 and remained together until his death in 2005.