My great-grandparents on my dad's side came here when they were very young. All of my family on both sides are from Poland/Western Russia/Czechoslovakia. My grandmother was the first generation to be born here. And then my parents and I were all born in the U.S. as well.
DH's family goes back so far no one even knows when they came to the U.S.! He also has some Native American in his family line.