I sure do - on my dad's side!
My great-grandfather Christian Jentoft came to the US from Hamarøy, Nordland, Norway between 1902 and 1904 after being drafted by the Norwegian Army for the third time (or so I've been told). My great-grandmother Kristine Tollefson came over from Hjelseng, Hamarøy, Nordland, Norway in 1902. They married in 1909 in L'Anse, Michigan.
My great-grandfather John Robert Lindahl came from Övarp, Kristianstad Municipality, Skåne län, Sweden around 1881. His wife Anna Carlson was born in Ishpeming, Michigan, and they married in 1908.
That means both of my dad's parents were first-generation Americans. All gone now, unfortunately.