When did your ancetors arrive and/or seek naturalization and where might they have been naturalized? Looking for naturalization documents can be a complex process. There is a good description of the  record availability and things to consider on the National Archives web site (you can sometimes get records from them) at https://www.archives.gov/research/immigration/naturalization . You may get an idea of when they might have been naturalized from whether they report being naturalized on census records. That being said, Ancestry and other paid sites contain some naturalization records or declarations of intent (note that  you might be able to access the Library edition of Ancestry through your public library). However, if they came and applied for naturalization in the late 1800s or very early 1900s you may have to look into local records as until 1906 any court of record could grant citizenship. To find these records you can try searching the area where they might have been naturalized on FamilySearch.org to see if their county records have been digitized ( ex. a number of PA records have been) then you will need to page through the records to see if  you can find the one you want as these are ususally not indexed  yet. I was able to find the naturalization documents for two lines of my family this was but it took a while. If  you don't find them that way try contacting the local courts  or historical society for that area.