Generally speaking, in the United States before 1934, when a father naturalized his minor children automatically became citizens as well. Children who were over 21 did not become citizens through their father's naturalization and would typically have to naturalize on their own.
This might explain why some individuals have no naturalization records and yet appear as "naturalized" on census and other records.
This is a topic we occasionally visit in Casefile Clues in more depth than we can here in a tip.