I suspect these ancestors entered through Canada. What’s the best course of action without a marriage or birth record? I think I need ship lists from Canadian ports of entry, but don’t know were to start.
A. First, passenger lists are not going to tell you anything more than Roscommon as a place of origin in Ireland. But they may show you who immigrated together to North America and add a few more people to the picture. Unfortunately, systematic government passenger lists into Canada do not begin until 1865. However, there were scattered passenger lists for Canada before this time, and you can access most of them by searching miscellaneous pre-1865 immigration indexes at Library and Archives Canada.
I would suggest that you look at the Householder’s Index for County Roscommon. This is an index to two tax records that are used as 19th-century census substitutes in Ireland: the Tithe Applotment Books (1823-1838) and Griffith’s Primary Valuation (1847-1864). It sounds like you have a number of family names all coming from Roscommon. You may be able to find a pattern of where these surnames appear together in the tax records, and then you can consult the relevant Roman Catholic parish registers. The County Roscommon Catholic registers are available on microfilm from the Family History Library in Salt Lake City.
Also, it would be worth doing a search of the Ireland Births and Baptisms, 1620-1881 database at FamilySearch.org. This index includes more than 37,000 births and baptisms extracted from Roman Catholic registers in County Roscommon parishes. You might find your ancestors included.