Surprisingly not much on the other ancestors.
In the 1900 census, his grandfather Ambrose Joseph Finnegan is living in Scranton in the home of his uncle Peter Roche who indicates he was born in October 1855 in New York, with his parents having been born in Ireland.
The 1880 census has Peter, now noted as being born in 1855 in Pennsylvania with his wife and two young children in Scranton. The name is spelled as Roach.
1870 Census has Peter, aged 14, living in Seneca, New York, also born in New York, at home with his older parents, Thomas Roche, a stone mason, aged 57, and Bridget, aged 53. Both born in Ireland.
In the 1860 Census, Thomas & Bridget are in Seneca, New York, aged 35 and 38 respectively, with daughter Catherine, aged 16, and Peter aged 5. Census taker has indicated they were all born in Ireland (with the use of ditto marks). Catherine goes on to marry a Finnegan.
In the 1855 NY State Census, there are several more children in Thomas & Bridget's family -- Patrick (12), Catherine (10), Daniel (

, James (6), Thomas (4), and Sarah (1). All but the youngest are noted as being born in Ireland with Sarah born in Onondaga, New York.
I found the baptism for one of the children, Daniel, in Taghmon, Ferns, Co. Wexford in October 1845, the son of Thomas Roche and Bridget Noonan. A baptism in the same parish is found for the father Thomas in November 1812, the son of Patrick Roche and Maria Doyle.