Hard to say.
He would likely have used a circuit court in the vicinity of where he lived. If he immigrated in 1881, you should start looking shortly after that as often the Naturalization application was filed considerably earlier than the final paperwork. You might check adjacent counties because sometimes an application was filed in one county with the declaration granted in another. I have not seen one here in OR but in other states, the final naturalization declaration usually has the application attached to it.
As for your ggrandma, chances are very good that she has no naturalization paperwork at all. Prior to 1922, there was very little need for women to be officially naturalized as they had no right to vote so they had no real need to be "official." When the right to vote was granted, a lot of women were grandfathered in and did not have to apply via later paperwork - the date of their husband's or father's naturalization was considered their date of naturalization.
Where you might have some luck getting info on her would be via a marriage license application.
The dates that are available for such vital records held at the Oregon State Archives can be found here:http://arcweb.sos.state.or.us/vital.html