Border crossings from Canada to the US were not recorded until 1895, so you will not find immigration records for a 1865 border crossing.
Dear Shirley Jeanne:
Thank you for posting on History Hub!
If you know where she lived in the 1870s when she was naturalized, you can contact local courts that performed naturalizations and see if they hold records. According to the 1920 census she lived in Massachusetts and here is a web page for naturalization records for the state of Massachusetts. These records start in 1885, but you may still want to conduct a search.
Furthermore, you can also contact U.S. Citizenship and Immigration Services, who holds naturalization records since September 27, 1906. Here is a link to their Genealogy webpage and even though they hold records after her 1870 naturalization, you may still want to conduct a search.
If you think her parents naturalized, you can also search for their naturalizations.
Unfortunately, border crossing records from Canada did not start until 1895 and here is a National Archives webpage on the U.S.-Canadian Border.