Mississippi Naturalization and Citizenship
Naturalization records have usually been filed in the county, circuit (county, not U.S.), or U.S. district courts. Few Mississippi counties kept separate naturalization files or books. Usually such records are found in the general records of the local courts. The Family History Library has a good collection of Mississippi court records. Other clues to application for citizenship are found in the minutes of the same courts.
If you need naturalization records after September 1906, contact a federal office of the Immigration and Naturalization Service. The National Archives—Southeast Region (Atlanta) has records of the U.S. District Court for the Southern District of Mississippi (1906-1943). The Mississippi Department of Archives and History has a copy of the WPA Index to Naturalization Records Mississippi Courts, 1798-1906, which lists over 5,000 naturalizations (FHL film 1704224).