Aside from the two ship records, Abraham and Anna's trip to the United States is undocumented, and I can only guess about further details.  For example, how did they get from Seta to Hamburg?  Seta ("Schaty" on map below) is just east of Keidainiai ("Keidainy.")  A train line ran south through Keidainiai to just east of Kaunas ("Kowno"), and then west through Kaunas to the Russian-German border.
 
 

Kaunas (Kowno)	Rail Station, Kowno (WWI, showing German soldiers)

The last train stop on the Russian side was at Virbalis (German name Wirballen; shown below under Russian name Wershbolowo).  The train station for Virbalis was located in the smaller town of Kibarty, about three miles to the west.

ShtetLinks page for Virbalis
ShtetLinks page for Kibart
World War I German Uniforms

There is an account by Alexander Harkavy about his voyage in 1882 from Vilna to New York, contained in Allon Schoener, The American Jewish Album, 1654 to the Present, New York:  Rizzoli International Publications, Inc., 102-103 (1983).  Harkavy stated he took a train to a small city on the Russian side of the border, was smuggled by wagon and foot across the border, walked to Eydtkuhnen, and then resumed his trip to Hamburg (by train).
 
 

Highway near Wirballen - WWI	Eydkuhnen - Border (postcard sent in 1920's)
Kibarty Customs Station	Russian Border Guards at Wirballen - Kibarty

Train lines led from Eydkuhnen west to Königsberg, Danzig, Berlin and finally Hamburg.  An alternate route turned southwest at Insterburg to Thorn and then Berlin, avoiding Königsberg and Danzig.

Link to Blackie's Atlas showing rail lines from border to Danzig or Thorn in 1882 (site of Federation of East European Family History Societies)