Start with finding your great grandparents in as many U.S. censuses as you can. They may describe the location in various ways that may be of some help. But most importantly, some of them will help you narrow in on when your parents immigrated.
Once you have a better idea of when your great grandparents immigrated and where they lived shortly after immigrating, try to find your great grandfather's immigration records, especially his declaration of intent. These documents often give a better clue as to where a male immigrant was born and when he arrived, sometimes even giving a specific date. There are rarely immigration records for females as they became citizens when their husbands did at that time.
Having narrowed in on when your great grandparents arrived, look for them in the ship passenger lists. You want to look at the actual images rather than just the indexes. Often the actual passenger list will give both the port they departed from and also the town of their last residence before immigrating.
Especially for your great grandmother, another important source would be her marriage records if your great grandparents were married after coming to the U.S. Those records often list where the parties were born as well as their parents' names.
