here are some ideas that helped me the other way around, finding some relatives emmigrating to the States:
- do you have the naturalization records?
- depending on the time: did you find a SSI?
- do you know how they came over? ship records, immigration papers?
- did your ancestor serve in the military? look out for military records
- do you have birth dates and / or places? At the time you are researching, "Germany" as is did not exist. It was tons of duchies, kingdoms etc.
The biggest emmigration ports in Europe were Hamburg, Bremen, Liverpool and Brugge. If someone came from Denmark I would start looking in Hamburg.
The passenger lists are on ancestry.com. If you don't have a worldwide subscription, you can give me the names, I can check for them. Or you can find some from Bremen here http://www.bremer-passagierlisten.de/
And maybe that helps http://usa.usembassy.de/germanamericans-genealogy.htm
And I guess, you already checked the following:
time zone CET (EST + 6 hrs)
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