Megan's sister Lauren, pregnant with her second child, was aboard the plane — as was her husband, Ross Mickel, and child, Remy.
In all, 10 people died when the single-engine propeller plane went down on Sunday.
The crash site is about 30 miles from Seattle.
"Our collective grief is unimaginable," Ross's family said in a statement.
The cause of the plane crash isn't known. One body had been recovered before the search was suspended.
Megan, who starred in "Smash," "Annie Live," and several Broadway shows, including "Wicked," has not commented.
The plane was operated by Friday Harbor Seaplanes.
"We are deeply saddened and beyond devastated at the loss of our beloved ones."
The plane went into Puget Sound near Whidbey Island.
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