Bobby Joe.... I feel for you in your search it took me 35 years to chase down my great grandfather and great-great-grandfather. It took a lot of digging. Go back to Grayson Co Kentucky, look for titles to any landholdings, church records for marriages births death certificates, also go to ancestry . com and see if those sites they have , have any information listed for you in regards to service records, pensions social security pensions. Also do not forget the informaation at the Dept. of Motor Vehicles for drivers license records . It would be a help if you had their SSN # along the way, make up a list as you go along, as to who was married to whom and from that marriage ---was born etc;.
It took me 35 years and I found a half brother and sister I have never met as well as cousins. ! half brother and 1 half sister have passed on already .I never met them. My G-grandfather and G-G grandfather fought in the Union Army at Gettysburg, Chancellorsville and Antietam. ....So you never know what you might findand enjoy doing it along the way. Good Luck in your search and if I can be of any help drop me a line. .....RickFelty