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Found this Family tree by tricia6961 and 21 other trees on Ancestry.com https://www.ancestry.com/family-tree/person/tree/24303145/person/1771818809/story
Maria Francesca Margotta Chesto was born on April 13, 1876
Giuseppe (Joseph) Cestone (Chesto) was born on May 28, 1872
I tried to find a naturalization document on ancestry for your grandmother but did not have any luck. You can also try familysearch.org it is a free site but you need to create a login and password.
This link takes you to how to find the naturalization records that you seek...https://libguides.ctstatelibrary.org/hg/naturalization/ct#:~:text=Beginning%20in%201906%2C%20Connecticut%20naturalizatio…
Dear Ms. McAfee,
Thank you for posting your request on History Hub!
Beginning on September 27, 1906, the responsibility for naturalization proceedings was transferred to the Federal courts. 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 custody of the National Archives facility serving the state in which the Federal court is located. Unfortunately, no central index exists. To ensure a successful request with your request, please 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.
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 from September 27, 1906 to March 31, 1956 within Certificate Files (C-Files). Beginning April 1, 1956, INS began filing all naturalization records in a subject’s Alien File (A-File). C-Files and certain A-Files can be requested through the USCIS Genealogy Program.
The Embassy of Italy in Washington, D.C., has advised the USCIS that applicants for dual citizenship are not required to provide certified copies of naturalization certificates obtained from USCIS. Instead, you must present the photocopy of the naturalization certificate along with the USCIS Genealogy Program response letter and mailing envelope.
We hope this is helpful.