Where would be the most best place to look for a birth record for a person born at sea?

The family story is that my great-grandfather, Richard Hughes, was born on the boat coming over from Ireland. Some Census records show birthplace as "Pennsylvania" but the 1920 Census shows "at sea Nova Scotia" and and I saw another that showed "Newfoundland". I'm a bit at a loss as to where to look first or where to concentrate my efforts.

Suggestions on where to search appreciated.