Here is a site I consult to see what passenger records are available:
http://home.att.net/~wee-monster/passengers.html
This is from there:
New York 1897-1948
Note: The National Archives has microfilm of New York passenger records to 1957. However, they have only been indexed to 1948.
MICROFILM: Index to Passenger Lists of Vessels Arriving at New York, June 16, 1897-June 20, 1902 (NARA & FHL Microfilm Numbers) (NARA Publication T519; 115 rolls)
MICROFILM: Index (Soundex) to Passenger Lists of Vessels Arriving at New York, July 1, 1902-December 31, 1943 (NARA & FHL Microfilm Numbers) (NARA Publication T621; 755 rolls)
What Do Those Funny Numbers on My Soundex Card Mean?
MICROFILM: Index (Soundex) to Passenger Lists of Vessels Arriving at New York, 1944-1948 (NARA Microfilm Numbers) (NARA Publication M1417; 94 rolls)
ONLINE INDEX: Ellis Island Database 1892-1924
Various Ports (1890s-1940s): Miscellaneous Atlantic Ports Passenger Lists 1890s-1940s Online index and digitized images of the passenger lists (requires payment) includes the following ports...
Bridgeport, New Haven, and New London, Connecticut 1929-1959
Gloucester, Massachusetts 1906-1942
New Bedford, Massachusetts 1901-1942
Portland, Maine 1893-1943 (plus 1 list from 1891)
Providence, Rhode Island 1911-1943
Savannah, Georgia 1906-1945
Debbie