I haven't had all that much luck with it myself, but you can sometimes find the manifests for the ships in which people immigrated to the US. Where the ship departed and her history on other voyages might be helpful.

Oh, and while it has been discussed here before, the LDS church has a huge trove of genealogical information, which they are happy to share. There are volunteers at the Family Research Centers who can help with their records and point you in the way of other records.

I am very much an amateur in genealogy. Someone with some real expertise will likely come along shortly.

Holcombe