Delmenhorst, Germany appears not to have church records at Family Search and there are many villages named Neustadt in Germany.
The marriage record would reveal both parents of the couple. You could write for a copy of their marriage record :
DELMENHORST Stadtarchiv Delmenhorst, Rathaus, 27747 Delmenhorst (Tel: 4221-992014
To expand on Doug's answer, there is also this database in Oldenburg :
http://www.hist.de/KB-oldenburg.htm
and som emore about the Emigrant files :
http://www.germanroots.com/emigration.html
Thia may be your grandfather's info. It states his residence at the time of departure. I don't know if this law was still in place at the time of his departure, but I know that in the 1880's you needed to get govt permission to emmigrate. The application included the name of parents. Possibly you can contact the govt office at his place of residence at the time of his departure. This may give the names of his parents.
Your Neustadt may be a district of Bremen, it is situated on the left bank of the Weser and Delmenhorst is not far to the West of it.
If Emil was protestant you can inquire about records here:
Landeskirchliches Archiv Franziuseck 2-4 28199 Bremen
Tel.: (0421) 5597-214 Fax: (0421) 5597-265 E-Mail: archivkirche-bremende
For catholic records:
Find A Grave # 99929301. http://www.findagrave.com/cgi-bin/fg.cgi?page=gr&GRid=99929301 .
Birth: 1890Death: 1937 Burial: Clinton Grove Cemetery Clinton Township Macomb County Michigan, USA Plot: Section L Created by: Gail Campbell Schulte Record added: Oct 31, 2012 Find A Grave Memorial# 99929301
