Not all immigrants to the U.S. arrived with official passports. My 
grandfather's oldest brother emigrated from Horta in 1885, but his passport 
was issued later to verify his Portuguese citizenship and was signed for by 
his younger brother, who remained in Flamengos the rest of his life. His 
signature is on the back of the passport. I assume that after-the-fact 
documents were not rare, as I cannot imagine any official issuing a 
passport for someone who had already left the country. It's possible your 
ancestors simply came over without papers.

Apparently, passports were not always required for entry to the U.S. For 
example, https://familysearch.org/wiki/en/United_States_Passports shows 
periods when passports were required, and it appears none were required 
between 1862 and 1918. To my knowledge, my paternal grandfather from the 
Azores is the only one of my four grandparents who had a passport; the 
other three did not. 

My Azorean grandfather, who emigrated in 1907, did have a passport before 
his departure. Because he was already 18, his passport states he was 
granted an exemption from military service. He probably felt the need for a 
passport stating his military exemption because he would have been 
forbidden by law from leaving the country ahead of fulfilling his military 
obligation. My other grandparents did not have the same issue. In those 
days, many young men swam or rowed out to the ship rather than leave from 
the port, so they could evade the authorities and emigrate without 
fulfilling military service, which might have caused further hardship on 
the family--loss of labor on the farm, loss of income, and so on. I don't 
know why or how my grandfather got this exemption, though I assume some 
sort of "hardship" was claimed. His father (my great-grandfather) had 
already died, leaving the farm to his widow (my great-grandmother). Three 
of his brothers (including his oldest one) had already emigrated and the 
oldest brother had already sent passage from Horta to New York and New York 
to Oakland when my grandfather applied for his passport. Thus, my 
grandfather was fully sponsored before he emigrated.

Tomás Leal


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