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Prior to about 1907, naturalizations were conducted by state courts which forwarded the information/copies to the U.S. government's immigration agencies - most of which are available for genealogical search.
Recommend that you first contact USCIS (Citizenship & Immigration Services) which has a genealogy section which may be able to provide you with a copy of your relative's naturalization certificate and other information from the subject's alien file.
Also, many states also maintain such records which would require you to inquire through individual state records - many of which are online.
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Dear Ms. Mund,
Thank you for posting your request on History Hub!
We searched the National Archives Catalog and located a series titled Passport Applications, 1/6/1906 - 3/31/1925 in the General Records of the Department of State (Record Group 59). For access to these records, please contact the National Archives at College Park - Textual Reference (RDT2) via email at email@example.com. In your email please include the passport applicant’s name, date of birth, place of residence at the time the application was made, and the approximate year of travel. Be sure to also specifically note the passport number since you already have that piece of information and it will be useful in quickly locating any existing document. More information about researching passport applications at NARA, please consult this web page https://www.archives.gov/research/passport.
To locate your great-grandfather’s naturalization records, please contact the NARA office that maintains Federal court records for the state where he resided at the time of his naturalization. Here is a listing of courts and associated NARA offices: https://www.archives.gov/research/court-records.
These records may be available in digital form and can be viewed online via ancestry.com or fold3.com. There may be a fee for this service. Or you may view these records online at one NARA's facilities for free via ALIC. For the nearest NARA location, please consult our web page at https://www.archives.gov/locations/. Some of the records on the ancestry.com site may be available as well on familysearch.org for free.
We home this is helpful. Best of luck with your family research!
[Information provided by Elizabeth Burnes, Subject Matter Expert]