I received the linked post from Genealogy Today as part of a genealogy email this morning, and thought it might be useful to all of you. The post outlines where to look for naturalization papers. Naturalization, the process of becoming an American citizen, was not a process every immigrant pursued. It was time-consuming, and did not hold the benefits it has today.
If you believe your ancestor was naturalized, it is worth the time searching for his records. Naturalization records may include a birth date and location, names of family members, and arrival date. They can be a little bit hard to find, since they could be recorded at any local court. Check indexes on Ancestry.com and Fold3.com for help. If you're stuck, call the state historical society. Sometimes they've been stored there.
I haven't tracked down my Luxembourg ancestor's naturalization papers yet. I know where they are... I just haven't need them yet. I have the information from other sources. However, if you're not so lucky - it's time to order!