According to the first issue of "Sanborn Signatures", from 1984 (link to PDF below), three brothers, John, William, and Stephen, settled in Hampton, NH, in 1638, after arriving in Massachusetts in 1632:
http://www.sanbornfamilyassociation....Vol1%20No1.pdf
I haven't finished reading it yet, so maybe it will say where they came from at some point.