By now you've probably figured out that Lorelai has to have parents somewhere. Well, she does.
Emily and Richard Gilmore live in this huge house. They have maids and cooks and possibly a driver and a butler. Personally, I'm surprised they don't speak in British accents and have "high tea" every day.
Maybe they do. Who knows?
They are extremely rich; they pay for Rory to go to Chilton. In return, Lorelai and Rory are forced to attend dinner with them once a week, on Fridays. Sometimes it appears that the younger Gilmores despise this activity; other times they seem to enjoy it.
Richard Gilmore works for an insurance company. He plays golf. Emily Gilmore despises Richard's mother, the first Lorelai. Though why she named her daughter after a woman she hates has escaped us, too.
While both Emily and Richard present a stern facade to the outside world, they really and truly love both Rory and Lorelai. This is ultimately present in the episode "Christopher Returns," when Mr. and Mrs. Hayden, Christopher's parents, are ranting on about how both Lorelai and Rory are a disappointment to the world. Emily banishes Rory to the kitchen, but later she tells Rory firmly, "You have never been a disappointment to us."
Well, well, well! Progress!