I saw over at Legacy News that the Philadelphia Passenger Lists from 1800-1945 are now online and easily accessed at Ancestry.com. These are passenger lists from the National Archives and Records Administration. A fairly significant genealogy resource if you are having trouble finding where your ancestors came in at, and the usual suspects don’t turn up anything (NY, Boston, New Orleans, etc.).
From Ancestry.com (and quoted by Legacy News):
This database is an index to the passenger lists of ships arriving from foreign ports at the port of Philadelphia, Pennsylvania from 1800-1945. In addition, the names found in the index are linked to actual images of the passenger lists, copied from the National Archives and Records Administration (NARA) microfilm M425, rolls 1-108 and microfilm T840, rolls 1-181.
Information contained in the index includes given name, surname, age, gender, ethnicity, nationality or last country of permanent residence, destination, arrival date, port of arrival, port of departure, ship name, and microfilm roll and page number. Other listed information may include the name of a friend or relative whom the individual was going to join or a place of nativity. Many of these items may be used to search the index in the search template above.
You can access them here.