I am a Kilgour and currently searching the male line of my family as we all came from Fife, Scotland.
As far as I can recall back in the days when Catholics were pushed out of Scotland a few hundred years ago when religious tolerance was very low, the Kilgour catholics shipped over to USA, Canada and others and some of them changed their spelling to Kilgore. I believe I am right saying that but maybe someone with more knowledge may have a diferent line.
Scotlands People, the Scottish governments geneology website has a great wealth of information so like me if you have full details of grandparents etc and maiden names of the females you can go back and retrieve birth, marriage, death and census records and print them off. You might want to give it a try.