I have a lot of the Archive records for the family, but can't seem to find records for them leaving Norway or arriving in America. any help would be appreciated.
If they travelled first to Canada before entering the United States and did it before 1865 it will be very difficult to find a record for their arrival. Note this comment at one of the search websites.
There are no comprehensive lists of immigrants arriving in Canada prior to 1865. Until that year, shipping companies were not required by the government to keep their passenger manifests