The Department of Homeland Security now posts records detailing how many people become U.S. citizens each year, and from which countries. Visualizing this data on a world map is easy, thanks to Google Fusion Tables.
This map shades countries in darker greens based on the number of people who became citizens (excluding Mexico, which accounted for about one in five naturalizations in 2008, the most-recent data available):
Here’s the view with Mexico:
NOTE: These maps normally would be interactive, allowing viewers to mouse over countries and view totals. But that feature is broken.