We investigate direct electron-electron-hole interband Auger recombination for wurtzite Zn(1-x)Mg(x)O alloys in the range 0 <= x <= 1. Recombination rates are computed by interpolating the band structure and transition matrix elements from ab initio calculations of bulk ZnO, Zn(0.5)Mg(n0.5)O, and MgO primitive cells. We find that interband Auger ... recombination is most probable for Mg concentrations around 50%, where ZnMgO does not exist in a stable wurtzite phase. Since, for low Mg concentrations, the calculated Auger coefficients are far below 10(-32) cm(6)/s, we do not expect significant nonradiative loss through direct interband recombination in wurtzite ZnMgO.