Chicago - Will they require census?

[rbuonafede]

My grandmother was born in 1920 and her parents were born in Italy. I have not had any luck locating the naturalization record of my grandfather. I believe if I contact both the Chicago area courts as well as national archives there will be no record returned. My concern is, on the 1930 census it lists that he was naturalized.

Has anyone had experience with this? Will the statement of no records from the courts be sufficient or will they expect to see the census record? We will be going through Chicago.