Thank you for your response!
I'm not sure of the spellings at all. It is highly likely that they changed. If they were married, perhaps she didn't come over as a "Capp" at all; CAPP is the spelling I was given for her maiden name, but that doesn't mean it was spelled like that.
The only documents I have on my family are census records which begin in 1910; I've scoured immigration forms past 1850 and I can't find anything that fits. It's hard without knowing the correct spellings. They list on immigration forms that they were born in Austria; the first census I can find that they are on is 1910, and doesn't have my grandmother Nancy on it because she died by then, and their last name is Alixie. I can't find them on the 1900 census, but that might be because they had a completely different last name. They were trying to hide who they were, and it seems they've succeeded.
I found one document that may be my grandfather's census record when he was a boarder travelling across the US, but I don't know with certainty that it is his; it lists his parent's place of birth as Galicia and his native tongue as Ruthenian.