If his father was naturalized prior to Mitt’ birth then Mitt is a nbc.
Congratulations! You are 100 percent Correcto Mungo.
Not quite. If Romney's father was born of two US citizens, he very likely would still have been born a US citizen by statute. Perhaps a dual citizen. I don't think just being born in Mexico is enough to make one a Mexican citizen. It may not be like here. It wasn't like that here until the 14th amendment was passed.
Even though such persons born outside the US of US parent(s) are citizens by statue, they are technically naturalized at birth (because Congress was only given the power to provide for a uniform rule of naturalization) , but won't have any naturalization paperwork.. they may have other paperwork from the US embassy/consulate.
Mitt's grandfather was born in Utah, and thus was a citizen, that likely made his son, George, a US Citizen, even though born in Mexico, although one would have to check the laws in effect in 1907 when George was born.