I was searching in the Kings County (Brooklyn NY) Naturalization Index for George Vaccaro (my gg grandfather). I remembered my grandfather saying that his last name was changed, on his naturalization records, from Vaccaro to Walker.
So I searched for George Walker, instead of George Vaccaro. And lo and behold, I found him under George Walker. He was naturalized in 1907. Now all I need to do is send in $10 and order it. I'm so excited, I can't wait to get the record.