The above discussion talks about how to search - but of what use is searching when you will find more than one person who fits your description? We won't know which candidate is "yours."
It's vital to gather as many details as possible in the USA and to share them within your query. In the case of information you could NOT get, say so. Otherwise, any forum helpers anywhere are going to ask you to gather your USA data first. I noticed that Paul Londfahl-Smidt tried to help you years ago, couldn't find your folks in Denmark, and asked you to search the family's church in Wisconsin for records. You replied that you lived nearby and could do that. Did you? Sharing information includes sharing the story of your search process.
The clues may well be out there - I am rooting for you!