As a member of the PHGS, I'd like to post some info concerning locating naturalization documents that I found most useful, and am not sure if others are aware of the procedure to follow if they can't find those documents for their immigrant family members. 
 

April 19, 2001
This week I called the INS* in hopes of getting a ruling as to what document I located for my ggrandfather, a Swedish immigrant.  The document was an "alien certificate", which has been discussed previously.  The INS supervisor was of the mindset that this document dated Oct., 1891, filed in Little Valley, N.Y., county clerk's office, is in essence the "intent to naturalize".  He advised that I present it to an INS office for complete clarification, but he was relatively certain that this is what it was.  Being that I found a 1900 census record for my ggrandfather, indicating he was a citizen, it's assumed that between Oct., 1891, and 1900, he finalized his naturalization process.  Because no other documentation was found in Little Valley, I was advised to contact the Erie County clerk's office.  They have a basement record room with archival records dating to about the late 1830's.  For a fee of $10, they will do a search of their records since they house the western district records for N.Y. state dating that far for the counties of Catt., Chaut. and Erie.  I think this may be of benefit to those of us who have never know that this is an option and are struggling to find out "where" are these documents? 

If you want more on the address of the clerk's office,email me  and I'd be delighted to help you. 
My request was mailed yesterday.  I'm more hopeful now than ever that I'll find something on my ggrandfather.  Sharon

* Immigration and Naturalization Service