CABANAS DE VIRIATO, Portugal — Lee Sterling knew that his sister had not survived the harrowing journey 73 years ago that allowed him and his parents to escape Nazism by traveling from their home in Brussels to Lisbon and eventually on to New York.

He was just 4 years old and is barely able to recall her now, but after consulting Portuguese archives, he found that his sister, Raymonde Estelle, had spent six weeks in a hospital before dying of septicemia, at age 7. “I hadn’t cried in years, but when I found out, I just couldn’t stop,” he said.

Mr. Sterling, who lives in California, was among 40 people who made an emotional pilgrimage last month to retrace their families’ pasts. They also wanted to pay homage to the man who saved their lives: Aristides de Sousa Mendes....