You can use census records and voter lists to see where families with the Nefzger surname lived over the years.
While the questions in census records vary from place to place, and year to year, you can generally find information like name of household members, ages, birthplaces, residences, occupations, etc.
The information for this chart came from the U.S. Immigration Collection at Ancestry. You can find out where the majority of the Nefzger families were living before they immigrated to the U.S and learn where to focus your search for foreign records.
You can find out if your ancestors came primarily from the North of the South.
Military records can tell you an ancestor's birthplace, occupation, and even physical description.