It’s reported that Norm had one child. In 1993, he had a son named Dylan with his ex-wife, Connie. Dylan appears to live his life outside of the public eye.
A clip from an undated interview Norm had with Tom Green features two young men introduced as Norm’s “twins” — both named Dylan — though it seems this was likely for a comedy bit.
During that interview, the young men were brought up from the audience and referred to by someone off-camera as Norm’s twin sons. It definitely seems like they’re all just playing around, and there doesn’t seem to be any information out there about Norm’s having another son.
After all, when David Letterman appeared on Norm’s 2018 Netflix talk show Norm Macdonald Has a Show, Norm referred to one child — his son Dylan — in a conversation about his past custody arrangements. Dave asked him, “Did you worry that this was an impediment to your son’s development?” Norm joked, “A little bit, but I used his pain as coal for my furnace of ambition.”