"She requested her SS# in 1977 (she was 77 years old). She had to have been naturalized in order to get a SS#. But my question is, if she wasn't born in the US, how could she get a SS# without a birth certificate or naturalization papers? "
Actually, anyone who works in the USA must have a Social Security number. They do not have to be born here nor must they be naturalilzed citizens. Women of Helen's generation may never have worked outside the home, but might have to get a social security number in order to receive Medicare and/or Medicaid benefits, for example, which would explain her getting one at age 77.
Through the early 1900s, women were naturalized on their husband's naturalization papers. Therefore, Helen may have been naturalized with her husband.
I found some of my "missing" relatives and more information on them at the cemetery. When I went to visit the grave of one, I found several buried adjacently. This might be another avenue of research.
Best of luck!