Jack Nicholson is famous for having discovered - well into his 30s, I think - that the woman he'd thought was his sister was actually his mother. So not an orphan, but he thought he was.
It's sometimes possible to rescue an unborn child from a mother who has died, so my guess is that there are probably some children who are technically orphans at birth.
What if the father gave sperm because he was dieing of cancer and died before the child was even concieved. Has been done. And then the mother was anounced brain dead some time before the baby was born, kept alive to give the baby a better chance of survival after birth.