Large skill gaps across different immigrant sources may remain for generations; however, convergence past the second generation is typically unknown because data rarely include grandparent’s country of birth. I overcome this limitation with new historical data and show that skill differentials across European sources strongly persisted from the first generation in 1880 to the third generation in 1940. While skill gaps across source countries remained, immigrants’ descendants achieved highly relative to longer-established white Americans; by 1940, the third generation had surpassed those with four American-born grandparents on almost every economic measure.