Did migratory birds' ancestors live in the places of migration?
Edited for a different consideration: Do birds migrate to and from zones defined only by ecological and climate choice, or do they evolve to migrate away to and from an ancestral home?

Later studies of migration searched for evolutionary definitions of bird migration as opposed to ecology/geography definitions which were the initial focus. Various theories of evolution and migration have been developed, although ice ages and climate change make the definition of a bird ancestral land vague.

If you search google for "sister taxa, migration, evolution" you will find a lot

A study for American Thrush species starts with previous research: 


range expansion and speciation for the
evolution of long-distance migration. In brief,
resident, tropical species expand their ranges
into the seasonal subtropics. Further range
expansion into temperate areas due to competition
and other selective pressures creates a partially
migratory species. The partially migratory
birds continue to expand into higher latitudes,
where they breed successfully; migratory behavior
becomes fi xed (Stiles 1980). 


It's results for the thrush are very complex, and you can see the map and the conclusions at the end, which state that:


The migratory species tree does not have a clear single ancestor. 
The ancestor's range was probably very widespread, over 1000ds of
kilometers. 
They migrated by stepping stone, rather than by diet
constraints of being frugivorous versus insectivorous.


http://www.sonoma.edu/users/g/girman/outlawetal2003.pdf
also
http://www.bioone.org/doi/abs/10.1642/0004-8038%282007%29124%5B410%3AASROMM%5D2.0.CO%3B2?journalCode=tauk

The data is erased in history, the migration routes and maps are very complex, the ancestral homeland shifts as forests and boreal ranges change latitude, so it's a balance in between the ability for birds to have fixed ancestral lands, given their great mobility, and the speed of their evolution. For the moment there are some theories on mechanisms and causes for selection by migratory advantage which are not general enough to apply to many clades of bird. 

for precise and recent return to homeland:

Yes it's absolutely true, that many birds return to the exact same nest in Europe for example after wintering in Africa, and they also return to the same cliff/forest as where their parents were born, and some species vaguely follow the flocks very broad zones:

One study showed that most swallows returned to the same colony, with 44 per cent of pairs reoccupying the same nest. “This is remarkable given the length of a swallow’s return migration from its wintering grounds in South Africa,” says Rob Robinson, associate director of research at the BTO. Robinson has studied this iconic species’ unusually strong nest-faithfulness, a phenomenon called natal philopatry.

https://en.wikipedia.org/wiki/Philopatry