Let me jump in with few questions. Hopefully no one minds.
Did you find Rudolph on 1930 census? Does it say Na-naturalized, Al-alien, or Pa-first paper? Which ever, need to follow up being that he was born in "old country".
If he was not naturalized but lived pass 1940 than an Alien Registration Form. How about a Draft Registration Form? I do not have a paid subscription to Ancestry to find any of the information for you. Have you tried other forum http://genforum.com
How about state marriage application or church marriage record?