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IMMIGRATION CHECKLIST:

• Filbys Ships Passenger Index 
  IGI
  death records
  funeral homes
  obits
  census
  county histories
  
  There are also special sets of immigration indexes like "Germans to America" often owned by libraries with larger genealogy collections.
  
  Ancestry is the best online resource and will get better because it has entered into an agreement with the National Archives to scan more records.  If you can't subscribe for a whole year and don't know anyone with access consider their monthly subscription long enough to look for what you need.

General How-Tos and Guides

• Genealogy Primer: Naturalization Records
  
  
• Guide to Immigration Records and Ship's Passenger Lists
  
  
• Guide to New England Naturalization Records 
  
  
• National Archives Guide to Immigration & Naturalization  - tells you how to send for those pension papers, military records etc. Also don't miss their Contacting NARA Electronically
   
  
• U. S. Ports of Entry in Canada: St. Alban's List guide  
  

General Immigration Resources
 

• American Immigration Homepage 
   
• By Way of Canada: U. S. Records of Immigration Across the US-Canadian Border
  (National Archives)
  
  
• Ellis Island Searchable Database
   
• Famine Irish Passenger Database to the Port of New York (National Archives)
  
  
• LDS Family History Catalog (see what has been filmed)  Go to the state or country inthe place search and scan down the list to the subheading "Emigration and immigration"
   
  
• Family History Immigration Resources (University of Minnesota)
  
  
• Immigration Records Online
   
• Immigration to the United States 1789-1930 (Harvard)
  

• Mariner's Museum 
  
  
• Second Wave: European Immigration from 1850-1920 
   

Ships Records  

• also check state pages for the state where you think the port of entry would have been
   
  Emigration/Ship Lists & Resources
   
  Finding a Ship Name with Passenger Lists 
  
  Finding Passenger Lists 
  
  Finding Passengers Lists to the Port of New Orleans 
  
  Finding Passenger Lists in the Family History Library Catalog (LDS)
  
  Manifest Markings: A Guide to Interpreting Passenger List Annotations
  
  
  French Lines The archive collections retrace 150 years of French maritime history through the history of the Compagnie Generale Transatlantique, the Compagnie des Messageries Maritimes, etc. French Lines archives contain 70000 photos, 200 films, and 4.5 kilometers archives. Many liners crossed the Atlantic to bring immigrants to America.
  
  Immigrant Ships Transcribers Guild 
  
  Olive Tree: Index to Ships'Passenger Lists 
  
  ShipsList