A man could be naturalized in any "court of record." That means county court or circuit court or the federal district court, but not justice of the peace. And it didn't have to be done in the county they lived in. If they were close to a county line and another county seat was easier to travel to, that was OK. Jim Hanson, the genealogist at the Wisconsin Historical Society tells of searching all the neighboring counties for one of his ancestors and finding him by accident while looking for something else. The guy had traveled a couple of counties away to the federal district court. Apparently he figured if he was going to be a US citizen he needed to do it in a US court. If an ancestor lives all the way to 1920, the census asks for year of naturalization. A fine example of why it is useful to check all censuses which cover an individual.