Thank you for posting your question on History Hub!
Do you know roughly what year/range of years your relative migrated to the United States of America, as well as the port of entry? That information is very helpful to know for immigration and naturalization records, especially when searching for relatives on popular genealogy websites such as Ancestry and/or FamilySearch. A quick search on FamilySearch was able to find these results for a Sarah Spada with an alternate last name of Spade:
The National Archives and Records Administration has immigration records for arrivals to the United States from foreign ports between approximately 1820 and 1982. The records are arranged by Port of Arrival, we do not have a search engine for names regarding immigration records. For more information please visit our Immigration Records page. For name searches for immigration records, please visit Ancestry and/or FamilySearch. Please keep in mind that Ancestry is a subscription-based database, but it is available for free public use at all National Archives facilities and many public libraries. FamilySearch is free but you have to create an account with them.
In regards to naturalization records, prior to September 27, 1906, any "court of record" (municipal, county, state, or Federal) could grant United States citizenship. Often petitioners went to the court most geographically convenient for them. As a general rule, the National Archives does not have naturalization records created in state or local courts. However, a few indexes and records have been donated to the National Archives from counties, states, and local courts. Researchers should contact the National Archives facility serving the state in which the petitioner resided to determine if records from lower courts are available. In certain cases county court naturalization records maintained by the National Archives are available as microfilm publications. Records from state and local courts are often at state archives or county historical societies.
Beginning September 27, 1906, the responsibility for naturalization proceedings was transferred to the Federal courts. It took time for the lower courts to let go of the practice, so researchers may need to look at lower courts if the National Archives does not maintain a record of naturalization from the early-mid 20th century. Records from state and local courts are often at state archives or county historical societies.
If a naturalization took place in a Federal court, naturalization indexes, declarations of intention (with any accompanying certificates of arrival), and petitions for naturalization will usually be in the National Archives facility serving the state in which the Federal court is located. No central index exists. To ensure a successful request with the National Archives researchers should include: the name of petitioner (including known variants); date of birth; approximate date of entry to the US; approximate date of naturalization; where the individual was residing at the time of naturalization (city/county/state); and country of origin.
Due to the COVID-19 pandemic and pursuant to guidance received from the Office of Management and Budget (OMB), NARA has adjusted its normal operations to balance the need of completing its mission-critical work while also adhering to the recommended social distancing for the safety of NARA staff. As a result of this re-prioritization of activities, you may experience a delay in receiving an initial acknowledgement as well as a substantive response to your reference request from the specific NARA facility. We apologize for this inconvenience and appreciate your understanding and patience.
In most cases, the National Archives will not have a copy of the certificate of citizenship. Two copies of the certificate were created – one given to the petitioner as proof of citizenship, and one forwarded to the Immigration and Naturalization Service (INS).
Certificates of citizenship were issued by the Federal courts until October 1991 when INS took over responsibility for naturalization proceedings. All INS records are now overseen by the US Citizenship and Immigration Services (USCIS). USCIS maintains duplicate copies of court records (including the certificate of citizenship) created since September 27, 1906 and may be requested through the USCIS Genealogy Program.
We hope this information is helpful and best of luck with your research!
Because there were many Sarah Spades in the US, we would need additional information to help you look for records, such as her birth year, place she lived in the US, her spouse &/or children's names.