Abagail Adams was born Abigail Smith in Weymouth, Mass in 1744.
However her daughter in law, Catherine Adams was the only First Lady born outside the United States. Louisa Catherine Adams did not come to this country until four years after she had married John Quincy Adams. Political enemies sometimes called her English. She was born in London to an English mother, Catherine Nuth Johnson, but her father was American--Joshua Johnson, of Maryland--and he served as United States consul after 1790.
Catherine Adams was born outsided what is now the United States, but there was no United States at the time of her birth. Thus, she, like the First Ladies that preceded her, plus the two that followed her, was born an English subject. Her father was from "The Colonies" however.
Oops. Wrong Adams. Next thing you know I'll be saying Eleanor Roosevelt was married to Teddy. My bad...