My theory: They died on the Titanic (or their equivalency) when it sank on a return trip to Manehattan.

@Ferr & Trick
 
also goes a long way to explaining many likely reasons behind RD and Gilda hookups. And Fluttershy is a TERRIBLE flier which is probably even more embarrassing than not being able to fly.  
Also I like to imagine that Scoots’ parents had her in Ponyville and abandoned her as they typically do, but without realising earth ponies did not have a similar culture.

@Ferrotter
 
Celestia would like to remove such policies to promote Harmony, but whenever she tries a bunch of lazy pegasi neckbeards yell back that it’s their culture to abandon their children.

Pegasi live like the Spartans. Their foals are raised in military collective “flight schools” and never really have any relationship with their parents. All the pegasi we know have parents who are alive and well. They just have no real reason to interact with them. The family that actually matters to a pegasus is their closest friends. That’s also why becoming close with Rainbow Dash was so important to Scootaloo.
 
Applejack’s parents may well be dead though. Tragic Cider Squeezy accident or something.

@PikaRobo  
Then she will become the night.  

I’m not surprised if Applejack and Rainbow Dash both have deceased parents. Looking at the ratio of young ponies to old ones, most must die of misadventure before reaching old age. Equestria is, after all, a very dangerous place outside the towns.

@PikiRobo
 
Then they come back as ZOMBIES!
 
Or even worse! BLACK LANTERNS!

As far as I’m concerned, they died killing a gaint squid.

What if Applejack’s parents weren’t just dead, but were murdered?

Pegasus in general have a culture wide parental neglect problem. We’ve never seen Rainbow, Fluttershy or Scootaloo’s parents, and the Flying Schools the children are sent to have very little in the way of supervision, and we’re they stated to be boarding schools? I forgot. But seriously, if a real life school was as ludicrously unsafe as the Pegasus School, a metric ton of lawsuits would be shoved up the districts ass in a second.

@Grieff  
RD’s Parents being neglectong certainly would explain why she would want to be the best flier, and to get alot of attention from others..

@Cottontales:  
Is there some crazy adventure behind the name change?

It’s unusual that RD’s parents never showed when she participated in the Best young flier competition, or when she was in hospital. So I think her parents are either dead or very neglecting.

@Grieffon  
yes :T

and RD and Fluttershy moved away from her parents homes, APPLEJACK NO, that is why everyone is more interested in her parents.

So we are calling her Confetti now?

@CottonTales  
have you see magic duel? Pinkie parents are ok, her dad even gave a job to Trixie.

@elactor  
we’ve seen Pinkie’s parents  
we even saw her dad again in Trixie’s little flashback thing

I love how nobody cares about the parents of Pinkie Pie, Rainbow Dash or Fluttershy.

@Robomorons actually since she came from the pool wouldn’t it be the other way around?

Of course you have parents, Confetti! Your mother is Pinkie Pie and your father is the mirror pool!

@Confetti  
good for you  
foalhood is terrible

Ha, I never had parents!
 

 
…Or foalhood…
 

 

 

 

 

 

 
 
;-;

good for you :3