There is a lot of romance in stories of an immigrant ancestor's name being "imposed" at Ellis Island or its being changed at the immigrant's own choosing. The latter case is more likely, and it probably didn't happen at Ellis Island. Inspectors at Ellis Island worked from ships' lists and the names were probably provided by the immigrant himself at the point of departure. If error or change did occur, it happened before the immigrant arrived at Ellis Island. So the ships' passenger list is the best record of the name an immigrant was using as he or she passed through Ellis Island (or other ports). Even so, name changes did happen, usually by the immigrant, for any number of reasons, but mostly to make it easier to easier to live and work America.
Foreign names were unfamiliar and often difficult to spell (although spelling or name changes were not an issue in earlier times). To make things easier, an immigrant might choose to shorten his or her name or simplify it in some way, adopting a more Americanized spelling -- sometimes as a way to "blend in." Immigrants sometimes changed their name to fit the American "family surname" tradition.
The best way to trace the name of immigrant ancestor is to follow first rule in genealogy: begin in the present and work into the past. If you want to know your ancestor's original name, begin with the name he or she is known most recently (for ancestors that would be the time of death). The U.S. Federal Census records are a good tool, not only for following your ancestor from more recent times back into the past, but you can learn much about them along the way in how they responded to questions, important dates, etc., in particular, questions on immigration and naturalization. You can then look for original source documents, citing your ancestor's name in each document as you work back, noting the specific time frame in which a name change occurred. And do not overlook letters between the immigrant and his family or friends -- an envelope may be the clue you need. And even if you don't find a specific document linking the two names, you may at least have a better idea if a name changed happened, when and where.
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