If she married a US citizen before September 1922, she would not have to have to gone through the naturalization process, but would be a citizen by marriage. After that date if she was single or her husband was not a citizen, she would have to apply for her own citizenship.
Start with the census (1900 - 1940 listed citizenship) to determine when she might have become a citizen (the information is not 100% accurate, but it is a start of where to look). Then look for naturalization records from the county or state where she lived.
Dear Ms. Smedley,
Thank you for posting your request on History Hub!
After checking the 1940 US Census as Ms. Brooks suggested, and if she was listed as a citizen, the naturalization would have taken 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, 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.
Certificates of citizenship were issued by the Federal courts until October 1991 when the Immigration and Naturalization Service (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). C-Files can be requested through the USCIS Genealogy Program.
We hope this is helpful. Best of luck with your family research!