Surprisingly to some, there was a lot of movement between Wales and Scotland in past three centuries, so you may well have family members who lived in Wales.
People moved from Scotland especially to work in coal mines and slate quarries, to work as labourers and farm servants on estates, as well as in more traditional industries.
Similarly, people moved to Scotland to work in coal mines, to work as labourers and farm servants on estates, on the hydro-electric scheme construction, as well as in factories.
Of course, there was a lot of migration to and from England and Ireland, and to North America, too.
So you might be interested in television channel S4C's new family history programme, Perthyn, Welsh for 'belonging'.
The first programme is to be broadcast on Wednesday, 4th May at 9pm. This programme is about Geraint Morgan from Penllergaer near Swansea and his search for the reason why his great uncle, Llewelyn Davies, left the village of Myddfai in 1908 aged 17 for a new life in America.
Look at the the S4C Perthyn website for tips and useful links.
(Thanks to Eastman's Online Genealogy Newsletter).