>>If the data is not online where would I go to get copies of the originals? Is that possible?<<http://www.uscis.gov/portal/site/uscis/menuitem.eb1d4c2a3e5b...
There are clues in Census records about when the individual immigrated, and what their naturalization status was at the time of the enumeration. Check the individuals in 1900, 1910 census for this data.
There are several db's on Ancestry to check, here is the link to U.S. Naturalization Records Indexes, 1794-1995, : http://search.ancestry.com/search/db.aspx?dbid=1192
, the others are listed on the right side.
You'll want to search these db's individually.