American Family Immigration History Center (Ellis Island) - has a  database of records on the 22 million passengers and ship crew members who passed through Ellis Island between 1892 and 1924.

Ships Passenger Lists Research Guide

Passenger Lists on the Internet - Lots of links to passenger lists

The Great Migration Index - Immigrants to New England, 1620-1633 - Over 900 biographical sketches on immigrants to New England in the years 1620-1633.