Dear Ms. Devine,
Thank you for posting your request on History Hub!
There would not have been a visa from your family’s 1915 entry, as the practice of requiring all aliens to obtain visas from U.S. officials abroad before departure for the United States began in 1917 as a war measure during World War I. Unfortunately, the preservation of the Department of State visa files covering 1914-1932 was limited and so would not cover your family’s 1921 entry. Further, the Immigration and Naturalization Service (INS) did not start creating visa files until 1924, so there will not be a visa file available through the US Citizenship and Immigration Services (USCIS). Please review the NARA publication on the Department of State Visa Records.
The US government would not have collected a foreign passport from immigrants entering the US - the immigrant kept those records on their person. We suggest that you contact the National Archives for the country of origin to determine if passport application records exist for the time period.
Depending on how long your family remained in the US and their citizenship status during that time, they could have an Alien File (A-File). We suggest that you perform a name search in the NARA Catalog to look for possible matches at NARA. Please review the NARA publication on Alien Files (A-Files). A-Files very occasionally contain passport records, and can document immigration to the US. If a record is not found in the NARA catalog, we suggest that you request a search with the USCIS Genealogy Program.
We hope this is helpful. Best of luck with your family research!
[Information provided by Elizabeth Burnes, Subject Matter Expert]