The Governor shared to Andrea in the “Killer Within” episode of The Walking Dead that his true name is Philip and that he lost his wife in a car accident before the zombie apocalypse began.
He also mentioned that he lives now with his daughter.
From what Executive Producer and writer Robert Kirkman said in an interview, we might finally see the girl.
“I don’t want to reveal too much. But I will say that the opening scene of Episode 5 is, uh…It’s going to be a pretty memorable one. So be on the look out for that.”
In the comic books, the “daughter” is named Penny who became a walker when she was killed by marauders during an attack to their group during the apocalypse.
His father Philip Blake could not bear to kill her so she was put on a leash and fed human remains.
After Philip’s death, his brother Brian assumed his identity and established a settlement in Woodbury and became known as The Governor.
Being the good uncle that he is, he continued to feed her niece and when he amputated Rick’s hand, he gave the body part to her.
At one point, he pulled her teeth out with pliers so he can kiss her.
Whether we see her in the show remains to be seen.
She makes an appearance alright. You can read the episode summary here.