Victoria
Did you locate their manifest? Did they come thru Ellis Island?
www.ellisislandrecords.org If your ancestors were naturalized citizens or had social security numbers than those forms would have a place of birth. How about the church they attended ?
http://ssdi.rootsweb.com Social Security Death Index
If not naturalized but lived pass 1940 than there should be an Alien Registration Form to locate. How about a 1910, 1920 and 1930 census?