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.

"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).