Here's the 1940 Census for Milwaukee, Ward 26. He's listed as the son of William and Jeanne Silberman:
Name: Jerome Silberman
Titles and Terms:
Event Type: Census
Event Date: 1940
Event Place: Ward 26, Milwaukee, Milwaukee City, Milwaukee, Wisconsin, United States
Gender: Male
Age: 6
Marital Status: Single
Race (Original): White
Race: White
Relationship to Head of Household (Original): Son
Relationship to Head of Household: Son
Birthplace: Wisconsin
Birth Year (Estimated): 1934
Last Place of Residence: Same Place
District: 72-598A
Family Number: 15
Sheet Number and Letter: 1B
Line Number: 66
Affiliate Publication Number: T627
Affiliate Film Number: 4566
Digital Folder Number: 005461275
Image Number: 00286
Household Role Gender Age Birthplace
William Silberman Head M 39 Russia
Jeanne Silberman Wife F 32 Illinois
Corinne Silberman Daughter F 10 Wisconsin
Jerome Silberman Son M 6 Wisconsin
Citing this Record:
"United States Census, 1940," database with images, FamilySearch (https://familysearch.org/ark:/61903/1:1:K72C-V5W : accessed 30 August 2016), Jerome Silberman in household of William Silberman, Ward 26, Milwaukee, Milwaukee City, Milwaukee, Wisconsin, United States; citing enumeration district (ED) 72-598A, sheet 1B, family 15, Sixteenth Census of the United States, 1940, NARA digital publication T627. Records of the Bureau of the Census, 1790 - 2007, RG 29. Washington, D.C.: National Archives and Records Administration, 2012, roll 4566.
From his IMBd Bio:
"Gene Wilder was born Jerome Silberman in Milwaukee, Wisconsin, to Jeanne (Baer) and William J. Silberman, who manufactured miniature whiskey and beer bottles. His father was a Russian Jewish immigrant, while his Illinois-born mother was of Russian Jewish descent."<ref>[[http://www.imdb.com/name/nm0000698/bio]]</ref>
His father and mother's 1930 Census Report:
Name: William Silberman
Titles and Terms:
Event Type: Census
Event Date: 1930
Event Place: Milwaukee (Districts 251-337), Milwaukee, Wisconsin, United States
District: ED 262
Gender: Male
Age: 28
Marital Status: Married
Race: White
Race (Original): White
Relationship to Head of Household: Head
Relationship to Head of Household (Original): Head
Birth Year (Estimated): 1902
Birthplace: Russia
Immigration Year: 1914
Father's Birthplace: Russia
Mother's Birthplace: Russia
Sheet Letter: B
Sheet Number: 46
Sheet Number and Letter: 46B
Household ID: 27
Line Number: 87
Affiliate Name: The U.S. National Archives and Records Administration (NARA)
Affiliate Publication Number: T626
Affiliate Film Number: 2595
GS Film Number: 2342329
Digital Folder Number: 004955451
Image Number: 00878
Household Role Gender Age Birthplace
William Silberman Head M 28 Russia
Gean Silberman Wife F 22 Illinois
Corinne Silberman Daughter F 0 Wisconsin
Frances Obodal Servant F 18 Wisconsin
Citing this Record:
"United States Census, 1930", database with images, FamilySearch (https://familysearch.org/ark:/61903/1:1:X995-XX2 : 8 December 2015), William Silberman, 1930.
I was looking for more information on Jeanne (Baer) Silberman, but didn't find it yet.