Emily GloriaGreywas born born 19 June 1915 per her social security application. [The names of her parent's are blacked out, however I am appealing that based on the fact that she is deceased as well as her husband, and I am a direct descendent. All pertinent documentation was sent in along with the appeal. It's been 30 days and nothing from them yet]. On her social security application she states her birth place as Baltimore, Maryland. EmilyGreymarried Weldon W. Tyson on 17 May 1935 in Anne Arundel, Annapolis, Maryland. She states she was 20 at the time of marriage with no prior marriages. EmilyGrayTyson died 31 December 1994 at Peninsula Medical Center in Fruitland, Putnam, Florida. Her birth date is given as 19 June 1915. She was a widow. Based on this information I took a trip to the Baltimore State Archives, in Annapolis, MD to look for Emily's birth record. After spending 3 hours with a very nice archivist no birth record was found within a 5 year time span for an Emily Gloria Grey/Gray in Baltimore or Annapolis County. Now I'm stuck.
You don't mention finding Emily as a child of anyone in the 1920 and 1930 census enumerations. That is where I would start looking while you wait for the SS-5 to appear.
I would also look for a newspaper article about the marriage of Emily and Weldon and see what clues it provides. Might be in the Baltimore Sun since she was from Baltimore.
You might also look for a birth announcement in the Baltimore Sun.
I have very little faith in social security applications or even marriage certificates for that matter. My great-grandmother not only cheated at checkers, but she also managed to have two entirely different sets of parents between the SS-5, the church record of the marriage and the county record of the marriage.
Get back to me with what you find and we can take it from there.
As an aside, the archives in Annapolis is the Maryland State Archives. There is no Annapolis County, it is Anne Arundel. And Baltimore County is not the same thing as Baltimore City, they have been separate since 1859 (that is off the top of my head, I think it is right). So if you did not look at Baltimore City records, you should do that.