John LYON of Auldbar
Eupham GLEDSTANES
Husband:  John LYON
Birth:  ca. 1587, Auldbar, Forfarshire [now co. Angus], Scotland 
Father:  Sir Thomas LYON, Knight, Master of Glamis, Lord High Treasurer
Mother:  Euphemia DOUGLAS — descendant of Robert I "The Bruce," King of Scotland
Marriage:  1611
Wife:  Eupham [Euphemia?] GLEDSTANES
Father:  George GLEDSTANES
Children — said to be born in Glen Lyon, Perthshire, Scotland:
WARNING:  There is no proof that these three are their sons.  The sources are secondary and undocumented.  Their birthplace is mere tradition.  No one has proven the identity of their parents, nor even whether they originated in Scotland or England.  All we know is that the three appear in Connecticut in the 1640s.  No evidence has been found identifying the children of this couple, nor even whether they had any children. 

1.  Richard LYON, probably b. 1610s/20s 
2.  Thomas LYON, b. 1621 
3.  Henry LYON, b. 1622-24 

Comments:

"GLEDSTANES" is an alternate spelling of "GLADSTONE."  GLEDSTANES is a very rare name, we ought to be able to track down George and Eupham.

While GLEDSTANES is considered by some to be the Irish spelling of the name, there were definitely Scottish GLEDSTANES, including some with high connections in Edinburgh.  Given the status of John's parents, it would not be surprising for him to have married a well-connected woman.  And given his parentage, there should surely be some records of his life and his children!

"Eupham" is probably a misspelling or alternate spelling of "Euphemia," which seems to have been a fairly common name in the region at this time.
Sources:

1.  Sir John Bernard Burke.  1939.  Genealogical and Heraldic History of the Landed Gentry.  16th ed.  Burke's Peerage, London (reprinted 1996 as Burke's American Families with British Ancestry.  Genealogical Publ. Co., Baltimore, MD).  On p. 2572 (boldface added):
CHARLES ANDERSON BOSTON, of New York City, b. 30 Aug. 1863; m. Ethel Gustava, dau. of Edward Lyon, of New York City, a descendant of Richard Lyon, of Perthshire, Member of Cromwell's Army, who emigrated to America in 1648, son of John Lyon, of Auldbar, and grandson of Sir Thomas Lyon, styled Master of Glamis (d. 1608) and his wife, Eupheme, dau. of the 7th Earl of Morton.  Sir Thomas Lyon was the son of John Lyon, 7th Lord Glamis (see BURKE'S Peerage, STRATHMORE, E.).
The title of the book and the name and title of the author make this work appear "official," but it is not, and Burke is well known to be an unreliable source.  Not only does he include undocumented submissions, he was himself prone to flights of fancy and exageration.  Any assertion by Burke is in need of documentation.

2.  In Message #362  in the Lyon Family Genealogy Forum at GenForum, Mary Lyon Sherwood states:
What little I have been able to find on John of Auldbar indicates that he died without issue -- at least, no reference is made to children.

3.  LDS.  Family Search: Internet Genealogy Service: Ancestral File.

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