We got to see Twilight's parents as well in Cutie Mark Chronicles. They were turned into plants, and they showed up in an earlier scene too. Fluttershy and Applejack's parents are a mystery, but Dash... I guess it's not really canon, but I'd assume that she was standing on some sort of relative's back when they were announcing what city would host the Equestria Games. The rainbow mane seems rather rare.