You should be able to request your grandfather's social security registration papers or other documents which would list his parents. From there, you can find birthplaces, etc, and go to the 1920 and previous census records. By all means interview the remaining relatives, before all info. is lost. And see if anything is in family bibles, photo albums, old papers in boxes in the attic, etc. So often when folks pass on, this information is discarded and lost.