Rioichi and Galleth are the only of Sly's ancestors we know for sure.
There's supposed to be a pirate level so I think we'll see Henriette "One-Eye" Cooper. (We need at least one girl Cooper.)
Personally I want to see Tennessee Kid Cooper. He's supposed to use a gun so that'll offer some variety.
Side Note: If you watch the first movie in Sly 1 Henriette is that secret agent looking Cooper (a guy) but in Sly 3 "he" becomes a female pirate. It's just weird.