Saxony-Anhalt Emigration and Immigration
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It was necessary, if a citizen of Anhalt was to move from his residence into another German state to apply for a Auswanderungsschein (permission to leave the state) at the Herzogliche Kreisdirektion (district), or for a Heimatschein (verification of residence) from the magistrate. In such documents are found origins of birth, intentions for moving, sometimes length of absence and occasionally the mention of relatives.
Also, if people wanted to become residents in cities, they had to apply for "Bürgerannahme" or "Niederlassung". In such documents one will find origins of applicants.
Passports were also issued to those who were journeymen and required to work in various employments away from home. Usually the magistrate issued a "Wanderbuch" for 2-3 years. Also, those who desired to leave the country altogether had to apply for passports at the district level.
The Family History Library collection contains a volume about mercenary troops from Anhalt-Zerbst who served with the British forces during the American Revolution some of whom stayed in America. The book was written by Virginia Easly De Marce and is available under number 973 W2smn no. 19 on the US/CAN floor of the Family History Library.
There is an article by K.W. Klüber: Auswanderer aus Anhalt und den preußischen Regierungsbezirken Magdeburg und Merseburg 1850-1852, page 337 in the periodical Mitteldeutsche Familienkunde Band III, 11-13 Jahrgang, 1970-72 at the Family History Library, International Floor, call number 943 B2mf.
In another article a list of persons are described as having left the middle regions of Germany (Sachsen, Sachsen-Anhalt, Thüringen) to move to canton Zürich, Switzerland. The list can be obtained through the periodical Mitteldeutsche Familienkunde Band I, Jahrgang 1-7 (1960-1966) page 376 at the Family History Library, International Floor, call number 943 B2mf.
Passport applications of ancestors can be obtained in state and city archives.