Both sets of grandparents were immigrants to the US.
My paternal grandparents came from a little town named Cugnoli in the Abbruzzi region of Italy. My grandfather Giovanni was born in 1877 and my grandmother, Carolina, in 1881. They entered the US at Ellis Island in July, 1909. They had 2 children at that time, but they are NOT listed on the ship's manifest. They settled in the Italian community in Niagara Falls, NY, but my grandparents became seasonal farm workers in a little town about 50 miles south, North Collins, NY, for several years. They wintered in Niagara Falls, and apparently my grandfather found permanent work there during WW I, making enough money for them to buy a small farm in North Collins in 1919. They had 9 kids in all, my grandfather raised livestock and grapes, and my grandmother raised vegetables for food and for sale. She had a large greenhouse with an ingenious elevated water tank to store water for her garden. The farmland is still in the family, although the original house, barn, and outbuildings have long since been cleared. My cousin built a log house on it in the 1980s.
My maternal grandparents came from Poland, but I know a lot less about their backgrounds than the Italian lineage. They came to the US at different times. My grandfather, Kasper, was born between 1880 and 1887 somewhere in Poland. I recently found a clue, in the form of a letter from the 1950s-1960s in an old family photo album, to the town he's from but since I don't read Polish, this is still a work in progress. He came to the US about 1910, settled in Buffalo, NY and worked in various factories until he retired. He died in 1959. I think of all my grandparents, he had the unhappiest life in the US. He was a farm boy stuck in the city, and he hated it, which is probably one of the reasons that he ended up an alcoholic, although not a very bad one in that he could hold a job and limited his drinking to week-end binges.
My grandmother, Marianna, was born in 1902, again somewhere in eastern Poland. Her immigration path is impossible to trace because she came into the US using somebody else's name. Apparently, a family in her village was all set to emigrate when one of the daughters died. Being frugal, they didn't want to waste the ticket and paper work, so my grandmother came under the dead girl's name as my grandmother was one of six sisters.
Marianna's family were converted Jews, but we don't know if it was my great grandfather or great-great grandfather who converted. I believe my great grandfather's name was John, which would probably mean he was baptized a Catholic. The family surname, however, was definitely Jewish. All of my grandmother's siblings were murdered in the Holocaust. My uncle, who served in Europe in WW II, apparently talked to people from the village where they had lived and found out that they had all been lined up against a barn and shot during the early part of the German invasion of Russia.
My maternal grandparents married in Buffalo about 1920. Shortly afterward, they moved from "Polonia" as the heavily Polish East Side Buffalo neighborhoods were called to "the 'burbs" of Black Rock, a neighborhood in the NW corner of Buffalo where my grandfather worked in foundries. They had 6 children but only 4 survived infancy.
In the 1930s, my grandmother, kids in tow, worked as a farm worker in North Collins, just up the road from my paternal grandparents' farm. That's how my parents met: he was about 15, she was 11. My grandmother used her earnings from summer farmwork to invest in real estate, buying two family homes where they lived in one flat and rented the other. Eventually, with my grandfather earning good money during WW II and her kids grown up, she was able to buy a small grocery store which she operated, with my mom, until she died in 1952.
As the unofficial "family historian" for both sides of my family, I can't tell you how important it is to find out as much family history as you can from your parents/grandparents/great grandparents while they are alive. Even your oldest aunts and uncles can be invaluable sources. Unfortunately, I was "too busy" doing other things when I was younger and these relatives were still alive to pass on their knowledge, so mostly I've had to piece together my family history from public records and family legends.