Pre-1820 Arrivals
Very few passenger arrival lists survive for this period. In the South, for example, when ships full of indentured and convict servants arrived, ship captains or their helpers often placed advertisements in colonial newspapers. These do not usually lists the immigrants by name unfortunately. However, if an ancestor did immigrate by one of these means, which most Southerners did, as genealogists track their lives, if they find records showing this status of being bound as an indentured servant to a master, this signifies that that ancestor was an immigrant.
Post-1820 Arrivals
From 1820 forward, the United States has maintained excellent passenger arrival lists. These documents may contain any of the following information: passenger's name, gender, birthplace, ship's name, age and destination. Families, although not identified specifically as such, are usually grouped together, like on post-1850 US censuses. Sometime the actual hometown of the immigrant is identified. After 1906, the records become even more complete and are more likely to reveal the parish of birth in Europe.
The vast majority of European immigrants arrived to the United States at New York City. The good news is that the New York passenger arrival lists have been completely indexed from 1820 through 1924. The lists from 1820 through 1891 are available online at Ancestry.com. The later years, from 1892 through 1924 are available for free online at the Ellis Island website. And the One-Step Webpages by Stephen P. Morse can help genealogists find ancestors in these online databases through a more powerful search engine than appears on the respective sites.
There were of course, many other ports in the United States. The largest on the West coast was San Francisco. Other major ports included: Baltimore, Boston, New Orleans and Philadelphia. The largest immigrant indexing project is the multi-volume Passenger and Immigration Lists Index. It is available at most major libraries and appears at the Ancestry.com site. There are also large collections of ethnic-specific indexes, such as Germans to America, Russians to America, and The Famine Immigrants [Ireland].
By correlating census, vital and other records, you can determine approximately when a person immigrated, and decide which port's records might list your ancestor.
Read More About It
Kory L. Meyerink and Loretto Dennis Szucs, "Immigration: Finding Immigration Origins," in The Source: A Guidebook of American Genealogy. (Salt Lake City: Ancestry, 1997), 441-520.
Other Articles in This Series
The Immigrant Fascination, Part One - The Experience
The Immigrant Fascination, Part Two - Departure
The Immigrant Fascination, Part Three - Ocean Passage
The Immigrant Fascination, Part Five - Citizenship
The Immigrant Fascination, Part Six - Success in Spite of Record Loss