Would you happen to know of any books on that subject? I remember reading about a Welsh/North American link years ago and could never find out more about it.
http://www.geocities.com/Athens/Delphi/3579/madog.html
The Forgotten People, published by Gomer Press in 1996. Another source of the legend is Madog: The Making of a Myth by Gwyn A. Williams, Oxford University Press, 1979 (ISBN 019 285 1780).