Your comment inspired me to look it up and I was reminded of a history teacher who told us that names were frequently changed at Ellis Island by clerks who didn't want to bother with foreign names. I found this very nicely sourced article from the New York Public Library that demonstrates why that is a myth. Here is the paragraph about self-inflicted name changes:

Someone might change their name in order to make it sound more American, to fit in with the local community, or simply because it was good for business. There is at least one instance of a small businessman arriving in the United States from Eastern Europe changing his name, at least his public name, to something that sounded Swedish, because he had settled in a Swedish neighborhood in New York City. Immigrants would sometimes officially record their name change, when naturalizing for instance, but often, as there was no law in New York State requiring it be done, no official record of a name change was made. People would just start using a different name.