Some searches will go back several generations in the same town or area; many others skip around from town to town, state to state, and reach back across borders to family members who emigrated from Europe, Asia, Africa, and the Americas. Begin by learning about available local and regional resources. Does your town or state offer online access to records? What sort of identification or permission is required? Learn about the most common family histories for the people in your area. For example, some parts of the country have a large proportion of second- or third-generation immigrants from Ireland, Italy, or Scandinavia. Other places have more recent immigrants from the Caribbean, Latin America, Russia, and Eastern Europe.
Become an expert on the sort of information you can expect to obtain from foreign sources. In some countries, most of the records are likely to come from church sources. In some former Communist states, records may be very detailed, although access over the Internet may be limited. United States and Canadian officials kept reasonably good records of new arrivals during periods of major immigration, including the early part of the twentieth century, and much of that information is available through government and private web sites. Many of these sites have museums or visitor centers that can provide information on those who entered through the port.
Most Europeans entered the United States through major ports in New York, Alexandria, Baltimore, Boston, Galveston, Miami, and Savannah; in Canada, major ports included those in Halifax and Quebec City. The National Archives & Records Administration (NARA), a federal agency, publishes guidebooks and offers publications and leaflets that may help you get started in searching government records.