|Harbor Scene: An English Ship with Sails Loosened Firing a Gun|
Some time ago, Lorine McGinnis Shulze listed many of the major sources in her post on The Olive Tree Genealogy entitled appropriately, "Ships Passenger Lists." Cyndi Howells on her Cyndi's List also has extensive links to passenger list web sites. See Ships & Passenger Lists. There is also a helpful list of resources on U.S. National Archives website for Immigration Records (Ship Passenger Arrival Records). You may also wish to try the One-Step Webpages by Stephen P. Morse.
I have also found that searching on Google for the name of the ship, if known, can be very useful. If you do not know the name of the ship, just try searching with Google for the topic "Passenger Lists" and you will find many more resources.