Is this the family in the 1920 census in Pennsylvania?
Note that there is a Joseph Alexie right below Michael and Mary's household. He is the right age to be their son. If he IS their son, he was born in Europe, and he might be the best way to determine the place of origin of the family, through naturalization, emigration, church records, etc.
Their son Frank was buried in a Greek Catholic Cemetery in 1943, so the family might have been Greek Catholic.