I have experienced a research nightmare trying to track down information on two of my grandmother’s relatives that settled in Pennsylvania.

Their name at birth was Dzienkiewicz which shortly after they arrived in the US became Sienkiewicz and which was misspelled as Sincavich, Sinkwitz etc in census records etc. Later they started calling themselves Gencavage and Gincavage and in subsequent generations these names morphed into Jennings and Day.

I searched legal documents for name change and found only one, that being the change to Jennings.

Is this common and where can I locate these name changes records?

What you have described is quite common. Let’s take a look some of these names and see if there is any logical explanation for the numerous variants you cited.

The initial sounds in Dzienkiewicz and Sienkiewicz are not the same but could have been misheard by English speaking officials. Plus Sienkiewicz was a widely known surname because of Henryk Sienkiewicz having won the Nobel Prize for literature. Thus, non-Polish speakers were familiar with the name which may have influenced the situation.

The names ending in “–cavage” are a phonetic corruption of the Polish surname ending “kiewicz” or Lithuanian –kavicius. (In Pennsylvania one can find many “cavage” type names.) The bearers of these type of names wanted to somewhat preserve the sounds of their names, but in English phonetics. In this way, their English speaking neighbors pronounced their names in a way that somewhat resembled the original. This phenomenon was especially common in Pennsylvania and is rather rare in other Polish American settlements.

The change to Day can also be explained. The word dzień from which the surname Dzienkiewicz was created, means day in Polish.

Name change documents can be found in various repositories which vary from state to state. In some cases, this was the jurisdiction of a county superior court. In other states these changes were handled by a probate court. Also, immigrants were given the option of changing their names during the naturalization process. Unfortunately, many immigrants and their children did NOT go to court to change their names and just began using variations of their surnames on their own without any court proceedings, etc.

Thus, it is not all that surprising to discover that relatives were using a variety of names at various points in their lives.
This, of course, complicates genealogical research!