Two US State Censuses have been published on FamilySearch and one Federal one on Ancestry.com. First we have the 1915 New York State Census, where we have one name, Katherine McIlhagga, born 1889. Residence: Buffalo, Ward 25, Erie, New York, US. This could well be Catherine McCulloch McIlhagga, born 17 May 1888. I have a record of her sailing to New York in 1916 but she could have been there a year earlier. Many Census returns were written by an enumerator, who maybe did not think to ask 'Is you name spelled with a 'K' or a 'C'. Or perhaps he was concentrating on getting 'McIlhagga' right! In the 1925 New York State Census, in the same area, we have James McIlhaggs (surely a mistranscription for McIlhagga), born 1898 and Genie McIlhaggs, born 1898, both also at Buffalo. James would have been Catherine's brother. Genie had to have been his wife Jean. Is your name spelled with a 'G' or a 'J'? No mention of course of their son James as he wasn't born until the following year.
The 1940 US Federal Census is available free on Ancestry.com. I searched for 'McIlhag*' and received six results. There is a 'short order' result giving you the basic facts, then you can click on the Population Schedule which gives quite a lot of extra information, as follows:
Nathaniel McIlhagga lived at 5515 S.W. Corbett Street. He owned the house he lived in (value indistinct, but I think $2880). He was Head of household, male, white, age 31, married. Attended School Grade C-4, born Ireland. Where resident in 1935? Same place. At Private Work? Yes. Hours worked during week 24-30 March 1940? 40, in the Engineering Department of a Telephone Company; Class: Private Worker; Weeks worked (presumably during the past year) 52; Income $1600. Other Income? None. Marjorie McIlhagga, wife, age 25, School grade C-2, born Oregon; 1935 - same place; no paid work; works in House. In addition to the above information one can view a map showing they lived in Multnomah Village and near Gabriel Park. A 'bird's eye view' show it to be a leafy suburb.
In addition to Nathaniel and Marjorie there is a second family whose surname is transcibed (bizarrely) McIlhagpa! However I have to say that the original script looks like McIlhagga, so, James McIlhagga was 41, born about 1899 in Scotland, living at 114 Woodside, Buffalo, Erie, New York. He lived in the same place in 1935 and was Naturalized. His education standard was H-3 and he was in Private Work, 32 hours as a Switchman in a Steel Mill. He had worked 40 weeks for an income of $1200. He rented his house for $25 a month. His wife, Jean, also 41, born in Scotland, also had an Educational standard of H-3, but with no paid work. They had two sons, James Junior age 14 and William age 3, both born in Buffalo. James was in Grade 8 at School. The map shows them living on the edge of Lake Erie in a very built-up area, but near the Waterfront.