With the blessing of Brazilian Emperor, Dom Pedro II, Americans from the Southern states, mostly Alabama, Texas and South Carolina, migrated the two weeks it took to reach Brazil and were able to settle in their new home with the promise of cheap land, 22 cents an acre. The city that remains from this American colony is the city of Americana, 85 miles northwest of Sao Paulo. The Americans did not originally have much to do with the Brazilians, but over time they became good neighbors and even began to intermarry with locals and other emigrants from Europe. The official web site for Americana, can be found at http://www.americana.sp.gov.br/esmv4/americana.asp?codsub=0&codcat=0&codit=0
The web site Os Confederados at http://www.scv.org/Camp1653/ lists the names of those who migrated to Brazil and what state they originated from. Another list on this web site lists the names of people who migrated between 1865 and 1885 and whether they stayed in Brazil for good and gained nationality, or went back to the United States.
Another web site entitled, Os Confederados: The Story of the U.S. Confederates in Brazil http://www.comm.unt.edu/histofperf/tonyspenser/introduction_page.htm, includes family stories of those who went to Brazil, along with a digital bibliography of web sites and books that may be of use in your research.
The Campo Cemetery, or North American Cemetery, in Santa Barbara, Sao Paulo, Brazil is the final resting place for those Confederates who died while in Brazil. According to the Handbook of Texas Online, http://www.tsha.utexas.edu/handbook/online/articles/OO/fol7.html, A. T. Oliver was a large plantation owner who saw his property value plummet from $205,000 to $25,000. He decided to move his family to Brazil where he once again attempted to start a new plantation. Unfortunately, his wife and daughter became ill with tuberculosis and died. Since there were no nearby non-Catholic cemeteries, and the Catholic Brazilians were not going to allow Protestants to be buried in their cemeteries, Oliver decided to bury his loved ones on a plot on his own land. In time, this family burial ground became an important Protestant cemetery for the ex-patriots. A transcription of names from that cemetery can be found at http://ftp.rootsweb.com/pub/wggenweb/brazil/cemeteries/campo.txt.
Through the Family History Library, www.familysearch.org, several resources can be found. The book, The Elusive Eden, Frank McMullan's Confederate Colony in Brazil by William Clark Griggs includes an 1867 census of the McMullin colony as well as other emigrant lists. Although this book is not on microfilm, you can use a "Request for Photocopies-Census Records, Books, Microfilm, or Microfiche" and ask that a particular surname be looked for in the index. If that surname is found, you can then ask for particular pages to be copied. A microfilm transcription of the Campo Cemetery is also available that includes gravestone photos and a map of the cemetery. It is listed under the title "North American Immigration to Brazil: Tombstone Records of the Campo Cemetery, Santa Bárbara d'Oeste, São Paulo State, Brazil" by Betty Antunes de Oliviera. Don't forget to conduct a place search on the Family History Library catalog site for other microfilms. including vital records. Records from Brazil are in Portuguese. Freetranslation.com Freetranslation.com is one source for assistance in transcribing Portuguese text into English and for translating foreign language web sites.
There are several books that might be of interest as you research these ancestors. The Confederados: Old South Immigrants in Brazil by Cyrus B. Dawsey (ed) is a collection of scholarly essays looking at these emigrants from a historical perspective. The book, Lost Colony of the Confederacy by Eugene C. Harter is written from a perspective of a descendant of these Confederates.