Looking for information on your immigrant ancestors? Harvard's digital collection might be a good place to start. It's Immigration to the United States, 1789-1930 collection is a vast digital collection of historical documents relating to immigration. The description on it's welcome pages states: "Concentrating heavily on the 19th century, Immigration to the United States, 1789-1930, includes approximately 1,800 books and pamphlets as well as 9,000 photographs, 200 maps, and 13,000 pages from manuscript and archival collections." The digital library has incorporated diaries, biographies, and other writings to capture diverse experiences. This collection provides a window into the lives of ordinary immigrants.
Here's the link:
Immigration to the United States, 1789-1930
It's part of Harvard's Open Collections Program, and it's free!