Louisa Adams, the wife of John Quincy Adams, is the only first lady not born in the continental United States. She was born in London England and her 2008 $10 gold coin shows her and her son going back for a visit to Europe:
Another observation from my map: American presidents prefer American Brides to foreign ones, except J.Q. Adams, and East Coast babes to West Coast ones, except Richard Nixon. 🙂
I created the map using Google Maps.