I was searching online for my ancestor Frans August Johansson (also Johannesson) who emigrated from Sweden to the US in 1892.I could not find any records in the US so I made a search on yahoo and found your post.Obviously it turns out that you encountered the same problem as me by not finding him in the US!
The info below (from "Emigranten") shows that he left for Chicago.
F A Johansson ålder 29 född 1862/1863 Församling Lidhult Utvandrardag 1892-06-10 Utresehamn Göteborg Destination Chicago
Frans August was my great great grandfather and had left his family for a new life in the United States.My grandfathers sister once told me that her grandmother Klara had explained that Frans August had received insurance money and then abandoned the family for a new life in the United States.She also mentioned that the last trace from him was found in Göteborg (Gothenburg) so they were not sure if he even made it to the US or if he was robbed and killed before he even got on the ship.What he did was somewhat unlawful leaving his family so it would make sense if he took a new identity in the new country.
His daughter Emma was my great grandmother. I would love to get in touch with any distant relatives, so any help to get in touch with your cousin would be greatly appreciated.