Thinking about it while I was writing up my other question about Dudley's pig's tail, it occurred to me that I cannot think of a single instance in which the Dursleys -- Verrnon, Petunia, and Dudley -- had their memories modified, even though they have witnessed numerous incidents of a witch or wizard performing magic.
They witnessed Hagrid giving Dudley the pig's tail. They've witnessed numerous owl post deliveries. They've noticed that wherever they go, or Harry goes, they can always be found. They witness Dobby dropping the pudding on Mrs Mason in CoS (they think Harry did it, though) and of course there's the incident with Aunt Marge. Marge seems to be the only Dursley whose had her memory modified by the Accidential Magic Reversal Squad; meanwhile, the Ministry allows Vernon, Petunia, and Dudley to keep their memories of what happened to Marge. They're allowed to keep their memories of the Dementor attack, and when George, Fred, Ron, and Arthur come to Privet Drive to collect Harry in, I believe, GoF, and one of the twins feeds Dudley Ton-Tongue Taffy and Dudder's tongue grows about six feet long, there is no consequence from the Ministry, it seems. There are plenty of other examples.
Why doesn't the Ministry ever modify the Dursleys' memories?
★ I don't prefer an answer from the HP Wikia or the Wikipedia.
ETA: I really do get what people are saying about Muggle families with witches in wizards in them, and how they cannot be Obliviated for every little thing. That makes sense now that people have explained it. But I still wonder about Dudley's piggy tail because that would have essentially been introducing a magical pig's tail into the Muggle world via a Muggle hospital, to Muggles doctors who have no familial connection to the Dursleys. Would the Ministry want that happening? It truly surprises me that no one had their memory modified as a result of the pig's tail incident.