George Romney, was born in Mexico to two U.S citizen parents, which made George a U.S. Citizen by birth.
George Romney’s parents never applied for their child US citizenship upon entry back to US soil, therefore he was never a US citizen.
“... But this process only applies to children permanently residing in the U.S. If the child is under 18, was born outside the United States, but lives abroad in the physical and legal custody of a U.S. citizen parent or U.S. citizen grandparent, the parent or grandparent must apply for naturalization of the child. In addition, more criteria must be met...”
Read more:
http://www.legalzoom.com/marriage-divorce-family-law/family-law-basics/is-your-child-us