Hello, can you give me the range of years. We had 2 brothers by the name of Henning in the 1940's. Could this be a connection?
You can check with the Archdiocese of Chicago
We have a website for A.G.O. Alumni: http://www.angelguardianorphanage.com/
Scroll down to where it says "Enter the Halls of A.G.O." There you will find a link "Access your A.G.O. Records". That link will guide you to the proces of accessing the records of your family records. If you have any questions, my name & email address is at the bottom of almost every page.
Hope this helps!