Forever Lost??

Hello All,

I have been searching for my Grandmothers people for years now, with no luck beyond the USA.  My Grandmother came to the US when she was 5 years old with her parents, a twin brother, a sister, and baby brother, in 1902.  They came out of Russia, but had been descendants of Germans that had immigrated to the Volga Region of Russia.  My Grandmother did not talk much of her family even to her children, so all I have are a couple Russian towns – maybe cities, or even just the county – I am not sure at this point!  All of my Grandmothers papers were missing upon her death, and my Mom believes my Grandmother burned them all so family would not learn where in Russia the family lived.  The family name is Bauer.  I am looking for ANY help!