According to James Elgin's study of the Elgin family your line begins with Daniel Elgin who lived in Ireland. His son James Elgin. Daniel may have emigrated to America with James but the family were in Pennsylvania by 1782 in the counties of Armstrong and Indiana. James was born in County Derry, Ireland in 1760. At age 31 he married in 1791 Margaret Ray. James bought land in Plum Creek Township, Armstrong County, PA. He And his brother Daniel joined the county militia to fight the native Americans whose land they were claiming.Children born to James were: Martha, Mary and Hugh born in Armstrong County in 1797. He married Mary "Mollie" McCracken. Chldren were:Jennie Jane,Joseph, MArgaret, Mary Ann, James, Nancy and Hugh.
This should give you a good start for researching your family.