"Banksy" is now a group of artists, but the original is believed to be Robin Gunningham. He is named as a co-defendant in a lawsuit against Pest Control (the company that sells and validates Banksy art).
His identity has been known for quite some time. His first name is Robin, and he used the alias Robin Banks for a while, which eventually became Banksy.
But also Banksy is something of a collective effort, with people like 3D from Massive Attack apparently occasionally collaborating.