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The Age of Mass Migration (1850-1913) was among the largest migration episodes in history. Unlike today, the United States maintained an open border in this era. We compile a novel dataset of Norway-to-US migrants and estimate the return to migration while accounting for migrant selection. Our first method compares migrants to their brothers who remained in Norway; our second exploits the fact that, under primogeniture, older sons in land-owning families were less likely to migrate. We find that these migrants, unhindered by entry restrictions, were negatively selected from the sending population, and that the return to migration was relatively low.