A bibliography of ship passenger lists, 1538-1825 
Third edition. New York: New York Public Library, 1963 
Reference 929.3 BIB 
(This is available at the Nichols Library.)

A genealogist's guide to discovering your immigrant and ethnic ancestors 
Carmack, Sharon DeBartolo 
Cincinnati, OH: Betterway Books, 2000 
929.1072073 CAR 
(This is available at the Nichols Library.)

Passengers to America: a consolidation of ship passenger lists from the New England Historical and Genealogical Register
Edited by Michael Tepper
Baltimore, MD: Genealogical Publishing Co., 1977
Reference 929.3 TEP
(This is available at the Nichols Library.)

They came in ships: a guide to finding your immigrant ancestor's arrival record 
Colletta, John Philip 
Third edition. Orem, UT: Ancestry, 2002 
929.1072 COL 
(Copies are available at the Nichols, Naper Boulevard, and 95th Street libraries.)

Web sites

Ellis Island 
Search Ellis Island's passenger arrival records for free.

Ancestry has many searchable immigration databases, including the Hamburg passenger lists.