Early American Immigration Websites
Harvard University's Open Collections Program is a project that allows the public to access, via the internet, thousands of resources held in the Harvard libraries. The Open Collections Program's website on Immigration to the United States is a treasure trove of primary sources on American immigration history.
The Online Museum of the City of San Francisco contains a wealth of material dealing with the Chinese presence in California in the 19th century, and the nativist backlash against it.
The United States Census is the best source of raw data on immigration (and many other topics in United States history). Here the Census Bureau presents a table detailing the nationality of the country's foreign-born population since 1850.