They are a primary source of immigration information because the lists were created at the port of departure or arrival for your ancestors. Some researchers have even found information pertaining to both ports. There are many more. You will find microfilmed copies of passenger lists at the National Archives and its regional centers, public and private libraries, and at the LDS Family History Library and its thousands of local Family History Centers. The amount of information on a passenger list varies from one list to another.
More recent lists contain more information than earlier ones.
Palladium Interactive is extracting information from certain passenger lists and will make it and the images of the passenger lists themselves available in the Ultimate Family Data Library series . Don't overlook lists of people who entered the country via land rather than sea. A helpful tool here is the collection of arrival indexes and manifests for persons crossing the border between the United States and Canada. These records, which begin in 1895 and end in 1954, are often listed as records of the St. Albans District but the collection is not limited to just St. Albans, Vermont. The St. Albans district encompassed most of the U.S.- Canadian border.