The family lived in Gary, Indiana, during this period. They were listed in the 1937, 1939, and 1941 volumes of Polk's Directory of Gary, Indiana. These are the volumes that I've checked so far, and I'm sure they're in a number of others. The family was living at 300 Polk in Gary in all three volumes.
In 1937, Christopher was listed as the head of household, and he was a mill worker. Also listed were his wife, "Patsy," and their daughter Diane.
In 1939, "Christ" was again a head of household and described as a machine operator. Petra was also listed as were their three children. Sons Daniel and Ralph were steel workers, and daughter Diana worked in a beauty salon.
In 1941, "Khrist M" was the head of household and an employee of "C-ILL" as were his sons Daniel and Ralph. Petra was again in the house, and daughter Diane worked at a beauty shop. Daniel was married by that time, and his wife, Mary, was also in the household.
The family was enumerated in the 1940 census at the same address. "Christ" was 56 and working as a machinist in a steel mill.