I learned a valuable lesson several years ago while helping someone do research in southeastern South Dakota.
A biography stated a man was born in "Scotland" and I included that in my searching and kept coming up blank. Until it finally dawned on me that there was a TOWN named Scotland in South Dakota. The man had, indeed, been born in what was then Dakota Territory, and not the country of Scotland.
I learned to keep an open mind and to always double check locations.