Translating my Ancestry back to Greece...?

My grandparents came here from Greece but when they arrived to Ellis Island they had to have their last names translated to the English language using English letters. Is their anyway I can find any ancestry information in Greece? And no, I can't just ask my grandparents, they have ped away a long time ago. I know how to pronounce my last name in Greek and only know the names and the hometown of my great grandparents.