Use death records.
Death records can be another good source for learning
if an ancestor was born in another country. Although the ancestor, being
dead, may not have provided the information himself (sometimes the information
is taken from medical records filled out by the patient prior to his
death, however), the informant, usually a member of the family, often
knew at least the birth country of the deceased. Of course the most
trustworthy records for documenting the fact an ancestor was born outside
the country are naturalization records and passenger lists. While records
of this nature before the 1900s often do not tell the name of the town
where the immigrant was born, they certainly do document that the person
came from another country.
For greater success, follow this word of advice...
Whatever you do, do not rely on just one record to
document who the immigrant was. Errors appear in all types of documents,
and on occasion, persons deliberately obscure their origins. For example,
during World War I it was not popular in North America to have been
born in Germany, so many persons simply claimed birth elsewhere, either
in another country, or in the first state where they lived.
A word of caution from previous experience.
However, be aware that the information in 1880 and
later census records that report the birthplace of the person's parents
may be inaccurate. Sometimes the person answering the census taker only
knew the family had, say, a German background and assumed that the parents
came from Germany (or another foreign country). Most persons report
their own birthplace accurately, but don't depend on them to be as totally
correct when talking about their parents. This is why an 1880 census
might report the father as being born in Germany, and the 1900 census
might report the same individual's father as being born in Pennsylvania.
Between 1880 and 1900, the person learned something new about his father.