This is Michael's naturalization record (street address matches the one in the 1930 census--School St, Norwalk). I would see if you can get a copy of his declaration of naturalization. It contains a wealth of information, including family members, date of immigration, ship name, etc.
According to the 1920 census for Michael and Antoinette, "Michele" was born c1885 and immigrated c1900. When searching for his immigration records, I would do +/- 2 or 5 years on each of those dates--they often vary by several years on many different records. (WWII draft record lists DOB as 26 Dec 1882, but 1940 census say c1886.)
An immigration search for Michele Castaldo comes up with several possibilities. I would also do a soundex search on the surname. It may not be misspelled on the manifest, but may have been incorrectly transcribed. Sometimes ending vowels are changed--a's, o's, and i's were often used interchangeably, but chances are good that the name Michael used on his naturalization record --Michele Castaldo-- is the same name he used when immigrating.
U.S. Naturalization Record Indexes, 1791-1992 (Indexed in World Archives Project)
Name: Michele Castaldo
Birth Place: Italy
Court District: Bridgeport, Connecticut
Certificate #: 16884
Date of Action: 21 Sep 1932
FYI...Michael's second wife Rose was born in NJ. The children living with them in Conn. in 1930 are her's from her first marriage (looks like the surname was Miner or MInnes). Appears Michael may have met Rose in NJ, then moved to Conn. (apparently Michael and Antoinette divorced, as she's remarried in 1930).