We've traced the family back to the 1800's, but (as yet) I don't think we've actually traced it back to immigrants or Scotland.
My mother is the geneaology nut in our family, and she has traced a few branches back that far. Problem is, the areas some of them come from were along disputed borders, so we don't exactly know what nationality to claim in our ancestry. Besides which, for a clannish people our ancestors seem to have been ... less than formal, shall we say, in choosing whom to reproduce with.