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Dear Ms. Bopp,
Thank you for contacting History Hub!
Both Ancestry and FamilySearch contain several searchable databases for immigrants coming to the U.S. in the early 20th century including ports of New York City, Boston, and Canada. FamilySearch has a wiki page that provides information and links to genealogy records for Russia.
We suggest searching for your ancestor using different variants of her name. It is possible that your ancestor used the Russian version of her name as opposed to the English version when she immigrated. It is also possible that the name was spelled incorrectly.
If your ancestor was naturalized, the National Archives should have a copy of the naturalization records. For more information on naturalization records and how to obtain them, please visit https://www.archives.gov/research/naturalization.
U.S. Citizenship and Immigration Services also provides genealogy help to the public specifically for immigration and naturalization records. For more information, please visit https://www.uscis.gov/genealogy.
Best of luck in your research!