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Family History Learning Community

Parish, probate, emigration and census records for European immigrant groups:

Scandinavian resources

Sweden

Swedish Digital Archive – Subscription required for access:  http://www.arkivdigital.net/

Danish

Danish National Archive:  https://www.sa.dk/en/services/records-registries

Finnish

Finish national archive:  https://www.finna.fi/

Iceland

Iceland national census records:  http://www.manntal.is/?lang=en

German resources

The German records are much more fragmented than the Scandinavian records. Family Source Wiki has a number of tutorials on how to go about researching your German heritage: https://www.familysearch.org/wiki/en/Germany_Research_Tips_and_Strategies

Irish resources

Guide to finding Irish church records: https://www.irishgenealogy.ie/en/irish-records-what-is-available/church-records

Ireland National Archives:  http://www.nationalarchives.ie/genealogy1/introduction-to-genealogy/

British resources

The National Archives:  http://www.nationalarchives.gov.uk/records/catalogues-and-online-records.htm

French resources

The French have many records available online but they appear to be organized by region. This website lists the different regions with links to the available information. http://genealogy.about.com/od/france/tp/France-Genealogy-Records-Online.htm

Other

Family Search Wiki also has many helpful documents and podcasts for various ethnic groups. https://familysearch.org/learn/wiki/en/Main_Page  and https://familysearch.org/wiki/en/Europe

Select Parish Records

Norway - https://media.digitalarkivet.no/en/kb/browse

Denmark - https://www.sa.dk/en/home/online

Germany - https://www.archion.de/

England, Scotland, Wales - http://www.freereg.org.uk/

Don't forget Ancestry!

Census records are a good place to start.  The following include information that might help:

1920 Census:  Birthplace of subject and birthplace of parents

1910 Census:  Birthplace of subject and birthplace of parents, Year of immigration to the United States

1900 Census: Month and year of birth, Birthplace of subject and birthplace of parents, Year of immigration and number of years in the United States

1880 Census:  Birthplace of subject and birthplace of parents

Then, go to the search tab, and select Immigration and Travel.

Exploring Immigration Records 1

Ellis Island Website

The Ellis Island passenger database contains overpassenger lists of over 50 million immigrants traveling through the Ellis Island immigration center between 1892 and 1957.

Castle Garden website

Castle Garden is an invaluable resource which offers access to a database of information on 11 million immigrants from 1820 through 1892.

Canadian immigrant passenger records by ship name

Canadian immigrant passenger records by surname

The Library and Archives Canada (LAC) holds the Canadian immigration records from 1865 to 1935, including data such as name of ships, ports and its departure dates, arrival in Canada, and personal information regarding each passenger aboard.  There are two sets of records -- Quebec immigration includes a name index; the more comprehensive Passenger Lists index is by ship only with links to the manifests which you have to search yourself.

Norwegian Emigration and Heritage

Norwegian digital archives

A database of Norwegian records including censuses, parish registers, estate registers, emigrants, property tax records, legal proceedings, and much more.

Norwayheritage.org

Transcribed ship lists, ship registers and information on the transport of immigrants from Norway to the United States. 

Other library guides from the St. Olaf Libraries:

Strategies

Reading obituaries closely.

Understanding the conditions of the country at the time migration occurred -- local famines, military conflicts (draft avoidance as well), might give clues.

Migrations tended to happen in groups -- people left together and resettled together.  So if you can find names in U.S. county histories even if they're not your family, they may give clues.

Check the census and emigration record links below.  Name changes (on the part of the people moving -- not at the instance of Ellis Island officials as the myth goes) did occur so look for middle names as last names, etc.

Using other family trees that intersect with yours on Ancestry -- remember to verify, verify, verify.  But when it works, it's great!

Do one line at a time rather than by generation so you don't get overwhelmed (this is reinforced by the way census records can help you.)