They do exist today, the only question is exactly where they are filed.
The visas came to the US with the immigrants in 1925. They were taken up by the Immigrant Inspector at the port of entry, and sent to Washington, DC, where they were filed in the INS/USCIS Visa Files 1924-1944. But did they remain there? It depends.
- If the immigrant naturalized prior to April 1, 1944, the visa should remain in the Visa Files. In that case a USCIS Genealogy Index Search request is required to obtain the Visa File number (the number needed to request the file).
- If the immigrant naturalized between April 1, 1944 and March 31, 1956, the visa should have been moved and placed inside the immigrant's naturalization C-File. If one can find the certificate number (C-number) on the court naturalization petition record or index card, then one can request the C-file in a USCIS Genealogy Record Request.
- If the immigrant naturalized after March 31, 1956 (or any other action after 3/31/1944) the visa should have been moved and placed inside the immigrant's A-File. Again, if one can find the A-number on a naturalization index card or other source, one can request the A-file with a USCIS Genealogy Record Request. Otherwise one will need a USCIS Genealogy Index Search request first to obtain the A-number.
It is unfortunately complicated. Also, FYI, the "Immigrant Visa Number" on the passenger list is NOT the USCIS Visa File number and cannot be used to request the file.