I have since learned that Anna Waldheger came to the US in 1867. It is not clear why she settled in Cleveland, Ohio but she married Frank Hefner (of that place) in 1869.
She would become the mother of a famous balloonist.
Always glad to hear of any information about her and the birth of her son in late 1871 (to husband Frank). That's one record that the Cleveland Archives doesn't seem to have.