Susan AMBREY ( BOURNE nee THOMAS) 1870 - Prior thread (General)
http://www.forum.forest-of-dean.net/index.php?mode=thread&id=15786#p15788
I suspect you are on the right side of the pond to check further, beside Ellis Island, other points of entry would be via Canada, Boston, etc....
I can "see" a James AMBRY in the Ancestry New York Passenger list, and a James AMBURY coming in via Boston.
However I cannot "see" him via EllisIsland records, but can "see" a Margaret 1922 and mother Ruth AMBURY 1898 from Coleford who arrive in 1923.
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Ἀριστοτέλης A Gloster & Hereford Boy in the Forest of Dean ><((((*>