If you're interested in doing some research to find out more about your ancestors and where they came from, I can recommend two free websites. http://www.familysearch.org/http://worldconnect.rootsweb.com/
Start searching by the name of the ancestors furthest back that you know (grandparents or great-grandparents) and see what you can find.
If you think your ancestors may have immigrated when Ellis Island was open (1892-1954), you might try the following site too.http://www.ellisisland.org/
I hope this helps!