If your 2nd / 3rd generation in USA , then maybe one of your relatives passed through Central Railroad of New Jersey Terminal , it is connected with Ellis Island and estimated 10.5 million immigrants passed through this train station ( my grandfather passed through in 1913 from Bulgaria ) . The terminal was built in 1889, replacing an earlier one that had been in use since 1864. It operated until April 30, 1967. Below is what’s left of the structure .
Street_views magazine 