IMMIGRANT SHIPS TRANSCRIPTION GUILD link to their official home page.
The Guild has been working on transcription of passenger lists. They have transcribed over 12,000 ship lists which are in thirteen volumes. Their Compass which points to the fact that immigrants came on ships to ports besides the well known New York port. Their volunteer work provides information to the genealogy researching public that is at no charge as a public service.
I remember years ago researching for someones lost branch of family in Texas. The branch wasn't just lost. Back in the early 20th century a family member married someone who wasn't Jewish and she was kicked out of the family. She and her non-Jewish husband left New York and moved to Texas. I was able with the help of an archive and museum in Texas to locate these people through Galveston Texas. It was thought they had taken the train from New York to Chicago and then through New Mexico - and there were train routes and transfers that would have provided the transportation, but instead they went to Galveston by boat, sailing down the Atlantic coast and through the Gulf of Mexico.
The main page also links to a lot of helpful information. I was just browsing Janet's page on Germans from Russia, immigrants into New York, Baltimore, Galveston, and Philadelphia.