Now through September 5, you can search Ancestry.com's immigration and travel records for free.
This collection includes passport applications and border crossings, so you may be able to get information not only for immigrants but for an ancestor who traveled for fun or worked overseas.
Passenger lists go back to 1820. The information in these records varies over time, but you may find details such as marital status, last residence, final destination, literacy, financial status, place of birth, physical description, or the name and address of the passenger's closest living relative in his home country.
There's also a downloadable research guide to working with passenger lists.