This site is a real gem if you are struggling with immigration research. It is a large list of sites that give passenger list information. It includes free as well as fee sites, and its author, Joe Beine, updates it frequently.
The site deals with US arrivals as well as those in other countries such as Australia, Canada, and Brazil. It also offers departure lists from Germany and Ireland to name just two. There are many more intersting links that are well worth exploring.
Check it out at: http://home.att.net/~wee-monster/onlinelists.html