Well, I'm not atheist, I'm Pagan...
My mom and sister knew pretty early on, and after explaining to them what it is REALLY about (and not some bs where I'm sacrificing animals and drinking the blood of virgins) they were perfectly fine with it. I was scared of telling my dad because he's a pretty religious man and almost became a Catholic Priest when he was younger. My Aunt Elma came from Ontario one year and she's a Witch, so I brought my books to show her, knowing and bracing myself because I KNEW there was no way I could show them to her without my father seeing. He sauntered over from his hockey game while I was showing her the books and the conversation went something like this:
Dad (looking at the witchcraft books with a perplexed look on his face): What're these?
Me (taking a deep breath and bracing myself for the worst): Dad, these are my books.
(Dad picks up one or two books and looks at the backs of them.)
Dad (smiling and shaking his head): I always knew you were a little funny.
(Dad goes back to his hockey game)
We actually had a few confrontations about it, but that stopped for the most part when I explained to him that Paganism is not Atheism (which he thought it was) and that I believed in multiple deities. His response to that was "Well, as long as you believe in SOMETHING".
Nowadays, all I get from my dad is the occasional "Just keep that door open" in the middle of a theological conversation.
As for my brother... yeah, he just recently became born-again, so I just avoid any religious topics with him period. He knows what I am, and he doesn't like it, but he's smart enough to keep his trap shut.
So, yeah... that's how I came out of my broom closet