If you want to see a scene of what it was like at Ellis Island in 1906 you can now do so on line. A video was actually made by one of the few movie cameras available then.
The video depicts scenes at the Immigration Depot and a nearby dock on Ellis Island. The video appears to show, first, a group of immigrants lined up to board a vessel leaving the island, then another group arriving at the island and being directed off of the dock and into the Depot by a uniformed official.
You can view the video at http://www.youtube.com/watch?v=s8bPDdNRoxc