The 1930 San Francisco, CA census lists Amy Kennaugh, 49, William Kennaugh, 25, and James Kennaugh, 20. The year of immigration listed in the census is 1922 and their status is AL (alien). If they later became naturalized citizens, the most likely place to find their naturalization records may be the National Archives Facility in California (address and website below), which holds indexes to naturalization records for Honolulu, Reno, NV and San Francisco. It also has passenger arrival records for the port of San Francisco, 1893-1957.
National Archives Pacific Region-San Francisco,
1000 Commodore Drive
San Bruno, California 94066-2350
http://www.archives.gov/pacific/san-francisco/index.html
If you'd like a copy of the census image, e-mail me. li2cot@aol.com
Lionel Cottier, Jr.