you can also try www.ellisisland.org. I found my g-grandparents listed there. You can also obtain copies of their immigration documents from the National Archives (www.nara.gov), although I was able to get cheaper copies of both their immigration papers and their naturalization papers from the local University where they settled in Wisconsin. So, you might try that too. If they settled in the midwest (WI, IA, ND, etc) most of the universities in the county where they resided will have a copy of their immigration documents, as well as their naturalization records. Good luck!