Jesus family remained leaders of Jerusalem Christians until the Jews were expelled after Bar Kokhba's revolt. Judah Kyriakos, great-grandson of the Jesus brother was a last Jewish bishop of Jerusalem. Attested by Eusebius of Caesarea he is the last documented person of the dynasty.

P.S. I have read about Christian martyr in III century Persia, who claimed to be relative of Jesus. But I can't found the source and- as far as I can remember- it was from some really obscure martyrology.