Research steps Saxony through availabe records at the Family History Library in Salt Lake City or the affiliated Family History Centers
1. Your ancestor came from the Kingdom of Saxony. What do you know about him/her?
Establish a genealogical record and a research log in which to enter all research steps and findings.
2. Do you know the year of immigration/emigration?
You can find this information in the US Federal Census (starting 1850) or through the state census records. This research can be done online (Ancestry.com) or through US census films available through the Family History Library and its affiliated Family History Centers (see www.familysearch.org for catalog entries and addresses).
3. You cannot obtain a place of birth/last residence for your ancestor through census or immigration records?
Consider researching other US records, such as marriage, births of children, death records, probate records, intentions of naturalization. Consider emigration port records such as from Hamburg, Bremen or other European points of departure. In the years 1871 to 1884 only a few percentage of emigrants came form Saxony, see http://www.peter-hug.ch/lexikon/Auswanderung click on: Ziele der deutschen Auswanderung 1871/1884. It is believed that more single people emigrated than did families during this time frame. In order for these singles to earn their passage they temporarily settled and worked near the emigration port. Therefore, police records should be considered as a source of retrieving origins of ancestors, such as the police records of Hamburg (Arbeiter und Dienstboten, Meldeprotokolle für Fremde, available through the Family History Library catalog). See also http://www.google.com/search?q=Immigration+Society+Sachsen&hl=en&rlz=1T4ADBF_enUS281US282&start=70&sa=N (German Ports: Gateway to America)