I'm placing it behind a cut as it contains majorish spoilers, mainly for S3, but also ones for S1 & 2 - you have been warned!
I have just been rewatching A Weak Link. Seeing Gibbs light the candle, together with a comment that I understand he made in this week's episode; a comment about losing family that he made to the Navy Captain responsible for kidnapping his own wife and daughter merely to get money in See No Evil; plus the whole 'discovery' of a hitherto unknown of daughter, made me think.
My theory is this:
Gibbs has actually been married four times, and that his first wife and daughter died or were killed (accidentally or otherwise).
He talks about having three ex-wives - and we know that he dislikes all of them. After all he did offer to pass their names and addresses on to the Mafia, and we know and that at least two of the divorces were acrimonious. We know that two of them (2 & 3) were violent towards him; that wife no. 3 gets drunk and calls him on their anniversary; that one of them (I'm presuming no. 1) may or may not (depending on whether or not he was simply trying to bond with a witness) have been caught by him in bed with another man. We know that wife no. 2 emptied his Bank account when she left. We know that one marriage (at least) cost him a house. We know he spent the best part of a year sleeping on the sofa. We know quite a lot about these three ex-wives....
However, if he has a dead wife then he may not consider her an 'ex-wife', as such. Also, his comment to Ziva 'you know about my wife and daughter', implies that something may have happened to both of them at the same time.
Just a thought - which I thought I'd share (aren't you the lucky ones *g*).