As I said, I could not find Helen in Ellis Island records, but I did find her at ancestry.com Ellis Island records. I don't know why she does not show up at the Ellis Island site.
She came on the ship Laconia Nov. 23, 1924 It shows her father as George W. Penny of Shannas, Mintlaw, Aberdeenshire, Scotland It says she is joining her husband John W. Kilgour of Shawsheen, Andover Mass
I also found on ancestry.com Social Security Death records John Kilgour born Sept. 15, 1899 died March 1980 last residence Oak Hill Jackson OH SS# issued West Virginia
Helen Kilgour born Sept. f28, 1897 died Feb. 1990 does not give last place of residence SS# issued West Virginia
Wow - I found yet another passenger list for this family
Oct. 26, 1930 arrived Boston Mass on ship: Cameronia KILGOUR John William age 31 dairyman born Slains, residence Holden W.V. Helen age 33 housewife born Old Deer residence Holden WV Geroge Alexander age 5 born Lauwrence U.S.A. residence Holden WV Theodore Lyons age 1 born Holden U.S.A. residence Holden WV John is shown as being in U.S. from 1923 - 1930 Helen 1924 - 1930 both boys shown born U.S. relative in Scotland shown as George Bennie Shannas Mintlaw (obviously shoud be Penny)
Boy I wish I could find this many passenger listings for my family. Yours really got around.
There is also a passenger listing for July 10, 1932 - Ship: Adriatic Mary Jane Penney age 36, teacher Mintlaw Father: Mr. Penney Shammas, Mintlaw it says she was in U.S. in 1926 for 5 weeks she is going to see sister Helen Kilgour of Holden WV and will be in U.S. under 60 days
According to these passenger lists John and his family should be in the 1930 census for Holden WV but I cannot find them. I found their sons deaths:
George K. born Nov. 21, 1925 died Oct. 1980 SS# issued WV
Theodore Lyons Kilgour born Jan. 13, 1929 WV died Jan. 30 1989 Oak Hill Community Medical Centre Jackson, Jackson Ohio age 60
It doesn't show wives names of these men. I assume one of them is your father??