I am going to look at microfilm for his naturalization records tomorrow. Do you have his 1900 census record? I can't find a Lorenzo Bryan (or any variation) in Pennsylvania in 1900. I found one in Vermont but don't know if that's the right one. I just want to verify as much as I can the location he was in when he naturalized.
I have been skimming through the comment threads but to make things easier, would you give me all the information you know about Lorenzo? Birth year, immigration year, any family members' names, where he lived in the States, any census information you may have, also if you know if he became a naturalized citizen. I will then be able to search the records I have access to (which are extensive as I research at the Family History Library where US and worldwide records are held).
Thanks so much and I look forward to hearing from you.