I don't see a board for this yet, and this seems to be the likeliest place for it.
My great-great-grandfather came from France to live in Dayton, Ohio.
Now I find his name (or a clone) in a naturalization index in Louisville, Kentucky. I didn't know if he was in Louisville, although it's not too far away, and if he had arrived from New York, he might have passed through Louisville.
That might have been circa 1850-1860. Was he crossing a frontier at that point? Is it unusual to have been naturalized at that point?