We told our parents when we started testing and DH's first s/a came back at a zero sperm count. We had to ask his mom about whether he had any weird illnesses or an undescended testicle as a child that they had maybe not told him about--which got her all curious and nosy as to what was going on.
Since then, they've been more involved that I'd like--supportive, but MIL is nosy and asks a lot of questions (even after her "You don't have to tell me anything else from here on out unless you want to" talk a couple months ago) and is pretty intrusive, though I realize she mostly means well.
I often wish we could go back and change how and what we discussed with his parents in the beginning so that they know less. Do what's best for you, but just remember that you cannot "un-tell" them once they know.