Jean Wessman was born in Salt Lake City, so why was she listed as an alien in the 1920 census?
This is the 1920 U.S. Census entry for the Wessman family: Henry, Jean, Merle, Harry, Richard, Paul, Jean, John, and Elizabeth.
The entries after their names are:
- Relation to head of the family
- Home owned or rented
- If owned, free or mortgaged
- Color or race
- Age at last birthday
- Single, married, widowed, or divorced
- Year of immigration to the United States
- Naturalized or alien
- If naturalized, year of naturalization
admit (a foreigner) to the citizenship of a country
(Oxford American Dictionaries)
Henry's record shows that he was the head of the household, owned his home, had a mortgage, was male, white, 34, married, that he came to the United States in 1895 (probably incorrect). The last field is the most curious.
Henry's entry says "Pa." What does this mean?
The instructions for 1920 census takers are available online, and the document notes the following instructions for filling in this box:
129. For a foreign-born male 21 years of age and over, or a foreign-born unmarried female of that age, write—So, according to this census record, Henry had declared his intent to become a citizen. Then, looking at the citizenship status field below his, Jean is listed as "Al," or alien. Why would Jean, who was born in Salt Lake City in 1887 show up in the census as a non-citizen of the United States? A reporting error? A recording error?
"Na" (for naturalized), if he, or she, has become a full citizen, either by taking out second or final papers of naturalization or, while he or she was under the age of 21 years, through the naturalization of either of the parents.
"Pa" (for papers), if he, or she, has declared intention to become an American citizen and has taken out "first papers."
"Al" (for alien), if he, or she, has taken no step toward becoming an American citizen. ("1920 Census: Instructions to Enumerators," IPUMS-USA, Minnesota Population Center, http://usa.ipums.org/usa/voliii/inst1920.shtml.)
Here is the census instruction:
130. A married woman is to be reported with the same citizenship as her husband.It seems that the census taker was following instructions when she recorded that Jean was an alien.
Were the census instructions accurate and legal?
The answer is complicated. Here is a long article on the topic of women and naturalization (Part 1 - Part 2). I will summarize a few key points.
With the exception of a few states including Utah, women did not have the right to vote before the Nineteenth Amendment was passed in 1920. Unless a woman was single or widowed, she had few reasons to seek citizenship. In 1855, an act of Congress provided that "[a]ny woman who is now or may hereafter be married to a citizen of the United States, and who might herself be lawfully naturalized, shall be deemed a citizen." A woman's citizenship came automatically with her husband's citizenship.
For decades after 1855, courts found time after time that an alien wife of an alien husband could not establish citizenship for herself. But an alien woman who married a U.S. citizen automatically became a citizen, as did her minor children.
Just as alien women gained U.S. citizenship by marriage, U.S.-born women often gained foreign nationality (and thereby lost their U.S. citizenship) by marriage to a foreigner. As the law increasingly linked women's citizenship to that of their husbands, the courts frequently found that U.S. citizen women expatriated themselves by marriage to an alien. (Marian L. Smith, "Any Woman Who is Now or May Hereafter Be Married...", Women and Naturalization, ca. 1802-1940, U.S. National Archives and Records Administration, archives.gov.)
In 1906, Congress passed a naturalization act to standardize the process of immigration and naturalization. Congress required that all courts had to use standard forms including a declaration of intention, a petition for naturalization, and a certificate of naturalization. 
Not quite a year later, in 1907, Congress passed an act that stated that all women acquired their husband's nationality upon marriage.
This changed nothing for immigrant women, but U.S.-born citizen women could now lose their citizenship by any marriage to any alien. Most of these women subsequently regained their U.S. citizenship when their husbands naturalized. However, those who married Chinese, Japanese, Filipino, or other men racially ineligible to naturalize forfeited their U.S. citizenship. Similarly, many former U.S. citizen women found themselves married to men who were ineligible to citizenship for some other reason or who simply refused to naturalize. Because the courts held that a husband's nationality would always determine that of the wife, a married woman could not legally file for naturalization. (Women and Naturalization.)When women were granted suffrage in 1920, a problem arose:
Given that women who derived citizenship through a husband's naturalization would now be able to vote, some judges refused to naturalize men whose wives did not meet eligibility requirements, including the ability to speak English. The additional examination of each applicant's wife delayed already crowded court dockets, and some men who were denied citizenship began to complain that it was unfair to let their wives' nationality interfere with their own. (Women and Naturalization.)In 1922, Congress passed the Cable (Married Women's Independent Nationality) Act. This act stated:
That the right of any woman to become a naturalized citizen of the United States shall not be denied or abridged because of her sex or because she is a married woman....How did this affect Jean in practical terms? Was she able to vote in national elections between 1920 and 1922? Was she able to get a passport? Did she know when she got married that according to the 1907 law she would lose her citizenship upon marriage? 
That a woman citizen of the United States shall not cease to be a citizen of the United States by reason of her marriage after the passage of this Act, unless she makes a formal renunciation of her citizenship before a court having jurisdiction over naturalization of aliens....
That a woman who, before the passage of this Act, has lost her United States citizenship by reason of her marriage to an alien eligible for citizenship, may be naturalized as provided by section 2 of this Act... 
Henry Richard Emanuel Wessman and Hazel Jean Hayward were married on November 25, 1908, in Salt Lake City, Utah.
So, the census was right. Under then-current American law, Jean lost her U.S. citizenship when she married Henry Wessman, a Swedish citizen.
Several acts followed in subsequent decades which attempted to correct the problem. In 1936 an act allowed women whose marriages had ended in death or divorce, which would include Jean since Henry died in 1932, to regain citizenship by filing an application at court and taking an oath of allegiance. Women who married a non-citizen between 1907 and 1922 and were still married had to go through the complete naturalization process.
In 1940 Congress extended the application and oath of allegiance process to all women who had lost their citizenship between 1907 and 1922. 
A final question remains. Was the law removing citizenship from these women constitutional? Before and after the Civil War, certain questions arose regarding citizenship, and in 1868 the United States ratified the 14th Amendment to the Constitution, which begins:
All persons born or naturalized in the United States, and subject to the jurisdiction thereof, are citizens of the United States and of the State wherein they reside. No State shall make or enforce any law which shall abridge the privileges or immunities of citizens of the United States; nor shall any State deprive any person of life, liberty, or property, without due process of law; nor deny to any person within its jurisdiction the equal protection of the laws.The Amendment states, "All persons born or naturalized in the United States... are citizens of the United States and of the State wherein they reside."
Despite this Amendment, Congress does have the power to make certain adjustments to or restrictions on citizenship. Although there is a chance that a provision like this might have been seen as constitutional by the Supreme Court at the time, there is little chance that such a law would be found constitutional now.
 If Henry had declared his intention to become a citizen, he would have filled in extensive data including details on his entry into the country. Are these records available anywhere? In a Utah court? Duplicate papers were to be sent to Washington D.C. Are these papers available somewhere? They are not available through ancestry.com.
 The Cable Act also provided, "That any woman citizen who marries an alien ineligible to citizenship shall cease to be a citizen of the United States." This was evidently an effort to prevent American women from marrying Asian men, who were not eligible to become citizens. This unfortunate provision was not repealed until the 1930s.
 I cannot find any such records for Jean Wessman. Before she married, she spent a year in Europe and Germany. Here is her passport application, "Form For Native Citizen."
 Here is a document on the U.S. Citizenship and Immigration Services website about the reacquisition of citizenship lost by marriage.
 This has been a particularly long and technical post. Anyone who has read all the way through to the conclusion and footnotes deserves a prize. Email me at the address on the sidebar, and explain your relationship to the Wessmans (if any) and I'll send you a pdf certificate granting you a distinguished award of some sort. :)