I am not related to the Thorsen Family but I found a Citizenship and Naturalization record at the Sunflower County Courthouse, Indianola, MS and wanted someone who is connected to this family to have it. The record follows:
WALTER AUGUSTINUS THORSEN, born Harle, Denmark August 18, 1867. He arrived in Philadelphia, PA May 2, 1892. Occupation: Merchant and Planter.Spouse: Lorida Thorsen. Residence in U.S. Doddsville, Sunflower County, MS.
I hope this helps in your research. I can get a copy of the certificate, if needed.