I tried Scotland's People and had no luck. I think maybe their records are lost or not there for some other reason.
This is the info for the three brothers:
Alexander Parker (b. abt 1817); naturalized NYC 1848; moved to Huron, Ontario, Canada; m. 1857 in Canada to Penelope Darlington (b. abt 1831, Ireland); later moved to Buchanan County, MO; died 1877 Missouri
Ramsay H. Parker (b. abt 1819); naturalized NYC 1848; stayed in NYC until death in 1868; m. 1845-ish in NYC to Catharine Henney or Kenney (b. abt 1825, England)--his middle name is probably Hanna, which I was thinking could be a mother's maiden name?
James Parker (b. abt 1821); unknown naturalization, but lived in NYC in 1850; m. 1850 in NYC to Ann (b. abt 1827, Ireland); moved to Huron, Ontario, Canada and lived there until his death--his religion is listed as Presbyterian
They all list their parents birth places both as Scotland on everything.
I guess I'm just going to keep hunting in US records for clues.