Did your ancestors divorce in the early 20th century? The records that could help your genealogy research might by in Nevada, as Reno became the divorce capitol of the country. This article from the Library of Congress is a fascinating look at "The New Divorce Centre" and divorce became a big business for the western town.
My family has a marital family history connection with Reno. Fortunately my grandparents didn't divorce there, but rather married there in the 1930s.
From the Library of Congress:
The Citizen (Berea, KY) noted a new cultural development taking place in the "frontier post of civilization" that was Reno, Nevada in 1909. A recent decrease in the length of time necessary for state residency, easy access by railroad, and a proximity to the cosmopolitan cities of the West Coast were transforming a mining community into the nation's leading divorce colony. The Nevada divorce statutes, requiring a residency of only six months, were known for their "length, breadth, height, elasticity, and all other qualities that lend themselves to the seeker after easy matrimonial freedom"....Read more about it!