Yes, your ancestors probably did come here legally - because `illegal` immigration is less than a century old
(LA Times MLB)

When Nathalie Gumpertz arrived in New York in 1858, she was 22, single and ready to build a life in her new country. Without thinking twice about her legal status, she got off the boat, made her way to the Lower East Side (then known as Klein Deutschland, or `Little Germany,` due to the preponderance...