"The Expatriation Act of 1868 allowed American citizens, for the first time, to disavow their citizenship. The Act detailed the requirements and “ended the common-law tradition of indelible nationality.”
[6] At the same time, some legal minds saw a legislative movement toward recognizing “the husband, as the head of the family, [to be] considered its political representative, at least for the purposes of citizenship, and that the wife and minor children owe their allegiance to the same sovereign power.”
[7] Britain codified this trend with the Naturalization Act of 1870.
"In the early twentieth century, Congress followed Britain’s lead and enacted the Expatriation Act of 1907 that caused women to lose their American citizenship if they married foreigners. Section 3 of the Expatriation Act of 1907 states “[t]hat any American woman who married a foreigner shall take the nationality of her husband. At the termination of the marital relation she may resume her American citizenship, if abroad, by registering as an American citizen within one year with a consul of the United States, or by returning to reside in the United States, or, if residing in the United States at the termination of the marital relation, by continuing to reside therein.”
[8] In other words, a female U.S. citizen lost their citizenship by marrying a non-U.S. citizen and could only regain her citizenship if the marriage ended."
http://blog.consource.org/post/78215541661/the-expatriation-act-of-1907-how-american-women-lost
Jenny Jerome married Randolph Churchill before the Expatriation Act of 1907, of course; but it was after the British Naturalization Act of 1870. So it could certainly be argued that by the voluntary act of marrying Randoph Churchill, she had renounced her US citizenship, since the purpose of the Naturalization act was to assure that the nationality of the wife would follow that of the husband.
To be sure, the 1868 Expatriation Act did not spell out procedures for renouncing US citizenship. "Before [the 1907 Act] "the State Department and the courts seemed to agree that the only act which would cause a native-born citizen to lose U.S. citizenship was *voluntary acquisition of citizen or subject status in a foreign state.* [my emphasis--DT]
http://en.wikipedia.org/wiki/Expatr...ss_of_United_States_citizenship_under_the_Act Which is exactly what Jenny Jerome did...
So I would have to conclude that Winston S. Churchill was not a natural-born American citizen.