What is the American Dream, truly? This American social, cultural, and working-class family history, spanning some four centuries, represents a deeply personal quest for an answer from an unlikely source, namely the author’s own European progenitors. Because of their Mormon faith, their stories have been preserved, but not told. What they have to say about the American Dream is noteworthy. For the huge bulk of the author’s immediate family, their American Dream was not the American Dream; their reports and narratives, in principle, stand well outside the fantastic story of “liberty and justice for all” in the “land of the brave.” Indeed, their economic fortunes, or lack thereof, did not conform to the pattern; and most failed to go from being the vanquished of Europe to the victorious of America. For their trouble, and largely because of their Mormonism, they were cast in the role of America’s Caliban. Their American Dream may have been only to wake up from what quickly became a nightmare, especially for the scores of women and children who paid the ultimate price. Importantly, A Most Extraordinary, Everyday Family Story of Coming to the New World, 1660–2016 is a cautionary tale in an auto-ethnographical vein, and suggests that coming to the United States of America was often not worth such sacrifice.