I recently found out from my mother (at 30...no idea how this never came up before) that, according to she and her sister's beliefs, that my grandparents & great grandparents who traveled from Lithuania in WWII were in fact ethnically Jewish. Apparently they spoke fluent yiddish and dismissed any question as to why, their best friends in Lithuania were Jewish, but my family escaped Russian persecution of landowners in Lithuania through NAZI (!) Germany. My granduncle was forcibly conscripted into the NAZI army and my grandmother was arrested and eventually released by the SS. The events in Germany have now become much more interesting and also unbelievable after finding out that they were most probably ethnic Jews that had been converted to Catholicism by their father a few decades earlier (how serious the conversion was is unknown). I wonder if their weirdness about never talking about family remaining in Europe was a holdover of their fear of anyone finding out they were really Jewish since they were convinced that the NAZI attitude would rise again within their lifetime. So now I have decided to try and track down my actual family tree, but we don't know if any of the names we "know" are accurate etc. I ordered one of those geneology.com DNA tests, so I can at least find out if the story is true insomuch as being a descendant of ethnic Jews, but if that turns out to be true I really want to find out as much as I can. Does anyone who has successfully tracked down their family tree when there was a lot of hiding or obfuscation? Any helpful tips are greatly appreciated.
Rule number one for researching family history: forget about the stories and look at documents instead. Get your birth certificate, verify your parents' names and birth dates. Get their birth and marriage certificates, then your grandparents', and so on. At some point you'll have to get yourself to Lithuania.
See if you can find how they got to the US. Was it by ship? Then there might be records. FYI: John Kerry had the same thing happen to him. His grandparents completely concealed their past Judaism as soon as they arrived in the US. He only found out years later during some genealogy research, I believe by his brother. There's a Jewish Genealogy Database. Go there and start searching for people from the town your grandparents and greatgrandparents came from, and the names. Also, if you're lucky, the DNA service you use may be able to point out some relatives. I used 23andme, and it told me that some relatives had used the service, they thought, based on similar genetics. i contacted them, and sure enough, they were cousins.
You may want to try /r/judaism. A number of redditors there uncovered their Jewish heritage in geneological research, and a bunch more have experience researching their ancestry using older documentation.
A word of warning, though. The extent of documentation varies wildly in Eastern Europe to begin with, a lot was destroyed during the war or afterwards (many old Jewish graveyards have been destroyed), and your family's survival may have been due to lack of records of them as Jewish.
I have a very similar problem. My great-grandparents came to the US from Lithuania right before WWII (Not even sure how they did that), spoke fluent Yiddish, and changed their names. They didn't talk about life in the old country--my grandpa thinks it was probably too painful for them to talk about. He doesn't even know what their last name was.
Yad Vashem, which is the Israeli/Jewish museum for Judaism, has been remarkably helpful. If you can figure out what your grandparent's surname was, you can enter it into the database.