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Dear Ms. Smith,
Thank you for posting your request on History Hub!
For any immigration during the American colonial period, we suggest contacting the archives of the original 13 colonies (New Hampshire, Massachusetts, Rhode Island, Connecticut, New York, New Jersey, Pennsylvania, Delaware, Maryland, Virginia, North Carolina, South Carolina & Georgia) as well as the National Archives of the country your family emigrated from such as the United Kingdom, France, or Spain.
In addition to researching these archives, there are books such as “A Bibliography of Ship Passenger Lists, 1538-1825: Being a Guide to Published Lists of Early Immigrants to North America” compiled by Harold Lancour that are resources for discovering the various diaries, log books, lists, etc. that exist in the United States and Europe that record early immigrants. Lancour’s book has been digitized at https://archive.org/details/bibliographyofsh00lanc/page/n7.
We hope this information is helpful. Best of luck with your family research!
[information provided by Elizabeth Burnes, Subject Matter Expert]