There are two factors to keep in mind. One is their surname. They are often spelled different ways for a variety of reasons. Maybe the ancestor didn't know how to read and write and therefore, didn't know how to correctly spell his name. So the census taker, or the secretary or whoever, wrote the name however they thought it should be, however they thought they heard it, or however they were the most familiar with. It may or maynot be the same as the last person who wrote it down. Don't be too adament about spellings, even in official documents.
Another key thought to keep in mind is translations! Sometimes when immigrants came from another country they wanted to shed their ethnicity, or they wanted to fit in with the area where they lived, or they wanted to anglicanize their name to identify with their new country. There can be many reasons for the change.
A speaker I heard in the 1990's talked about not being able to find his Carpenters, until he realized that in each different community he lived in, he would translate his surname. So, when he lived in a Swedish area he used the Swedish word for carpenter; when he lived in a German community, he translated it to the German language (Zimmerman), and so forth. When the researcher thought of that, he began finding his ancestor "all over the place."!
Another factor one must keep in mind is boundaries. William Dollarhide has a wonderful book that shows you the boundaries for states and counties for each census. A brief flipping of the pages show you how these boundaries change over time. This is also true of other countries. There's the old joke of "Grampa living in three different countries, and never moved once." He didn't move, the boundaries did.
I can attest to that. While living in Kansas our address changed from a route and box number, to a house and street number. We didn't move, the house didn't move and the mailbox was still down on the corner behind our house. And the mailman had to memorize what street address went to what box - not easy when the mail box doesn't necessarily sit in front of the house it serves. But our address changed.
Even in modern times we do things that don't make it easy for someone to find us. You may live say in Aliceville, have an address for Westphalia, a phone number from Burlington and the school district for Gridley. And near a county line, to boot! So when you find your ancestor with a listing under "such and such town" - take it with a grain of salt until you can pin point them with GPS! And then, you've gotta dole out some money to keep it current!!! Always something!!!
Happy Ghost Busting!