Harald Marcus Wang... help finding details

Harald Marcus Wang (b. Dec 27, 1837, in New York, NY). He returns to Norway in 1838, with his parents, Christian Colbj. Wang and Engelke (Throndsen). If Harald was born in New York in 1837, his parents must have emigrated to the US before this time, but I cannot find any record of this. The Wang family was quite well-to-do so i can't imagine they were in steerage. Can anyone help point me in the right direction. Many Thanks