Reading some of the footballing comments reminded me of something that ties very well with the crux of this website.
During the 1900s to 1920s & 30s Soccer was very very popular in the United States especially amongst immigrant communities. I know that in the tri-state area (nj-nj-conn.) several of the more succesful teams were ethnically based, like the Bayonne Italians, the Greek Americans and so forth. Sports clubs were not just places were people played soccer, they also served as social clubs, meeting places and community centers.
Searching old local sport pages, old files from althletic clubs or even name listings on old trophies may be a great source of geneological information. I believe that there is even an American Soccer Hall of Fame (in upstate NY) which contains old clippings and rosters from some of the ethnic teams from the bygone era.