Hi Sandra,
Below is a copy of Martin Dunn's obituary which does not make any mention of his children.
In reviewing my previous research I came across the burial plot for the Dunn/Brophy families in New Cathedral Cemetery in Philadelphia. Below is a listing of who is in this plot.
Section: J, Block: 5, Lot: 12 (Deed Holder: Martin Dunn)
Brophy, Ann, buried 7 July 1892 (age 53)*
Brophy, Eliza, buried 3 July 1905 (age 67)*
Brophy, Patrick, buried 3 February 1882 (age 49)*
Dunn, Annie, buried 7 January 1879 (age 19)*
Dunn, Jane, buried 7 April 1894 (no age is provided)*
Dunn, Martin, buried 19 May 1890 (no age is provided)*
Dunn, Mary, buried 21 August 1874 (age 45)*
Dunn, Nellie, buried 27 May 1953 (age 85)
Dunn, Patrick, buried 23 December 1890 (age 1)*
*All of these individuals have been accounted for.
I believe that Nellie Dunn might actually be Ellen Dunn but the birth dates appear to be wildly off. According to the cemetery records Nellie would have been born around 1868. According to the US Census records she would have been born around 1859-1860. I have not been able to locate a Pennsylvania death certificate for either Ellen or Nellie Dunn from 1953. It is possible that she lived out of state and her remains were transported to Philadelphia for burial.