Not until after 1907. Prior to that an immigrant woman who married a US citizen did not automatically become a citizen, and there was little practical reason for them to become naturalized. They couldn't vote, couldn't hold property in their own names, etc., and naturalization was a fairly expensive process. So you cannot presume that they were citizens just by virtue of their marriages.
One of us is mistaken about this. My recollection is that the naturalization of wives into their husbands nationality was common law since before the country began, and sometime in the latter half of the 19th century, Congress passed a statute law that made it official US law.
Read the section at this link entitled "Derivative citizenship." Specifically the part that says:
"any woman who might lawfully be naturalized under existing laws, married, or shall be married to a citizen of the United States, shall be deemed and taken to be a citizen."[Act of February 10, 1855, 10 Stat. 604, section 2]
That law is also cited in this court case.
The effect of this law was only ameliorated in 1922 with the passage of the "Cable act."