The Swedish Emigrant Institute
In 1966 an Emigrant Institute was started in Sweden. This is their site, which aims to educate people of all ages of the importance of the Swedish emigration. It is a good site, which holds numerous articles about the Swedish emigration. However, the site is not that easy to navigate and the information is divided into too many pages. In Swedish and English.

Views of the Famine
This site contains many articles from many different Irish newspapers that dates back till the time of the emigration. It thereby provides a view of how it really was to live in Ireland, during the potato failures and the famine years. If you are interested in Irish emigration, don’t miss this site. It takes some time to load it though.

IC - Ellis Island
This site explores the history and the intrigue of Ellis Island in the early 20th century. Additionally, the site contains many photos and sound clips from the National Park Service.

Statue of Liberty
A great page on the Statue of Liberty created by an Elementary School class. Includes a link to a live web-cam of Lady Liberty.

Destination America
This book presents the facts that led to the European emigration to America. But it also tells the story about the life they lived in the new country, about their fears and hardships. Conclusively, this book provides extensive information about the emigration. It is actually the best book I have found on the topic.
Maldwyn A. Jones, Destination America, London - U.K, Thames Television Limited, 1976.

A People and a nation
This is actually an American history book, but compared to other history books that I have read, it has a lot of information about the immigration. However, you don’t find a long article about the immigration from beginning to and. You have to look up the information you need in the index, which present numerous pages about the importance of immigration in the history of America.
Mary Beth Norton, David M. Katzman, Paul D. Escott, Howard P. Chudacoff, Thomas G. Paterson, William M. Tuttle, Jr., A People and a Nation, U.S.A, Houghton Mifflin Company, 1998.

The American Pageant
This is also an American history book. Though it is largely NOT about immigration, the book does contain special sections that focus on the different cultures that helped to shape America. Oftentimes, the two-page sections go very in depth on the different groups. Additionally, these sections are easy to find by flipping through the book since the pages they are on are colored purple.
Thomas A. Bailey, David M. Kennedy, Lizabeth Cohen, The American Pageant - 11th edition, Houghton Mifflin College, August 1998