Ellis Island Database Online
You can search for New York passenger arrivals here from 1892-1924. There are approximately 22 million total records. The site was opened on 17 April 2001. Note that the database indexes all available New York arrivals in the 1892-1924 time frame, not just those immigrants who were processed at Ellis Island. US citizens and many of the first and second class passengers did not have to take the ferry over to the island. However they were still recorded on the passenger lists and generally all arrivals in this time frame should be in the Ellis Island database. Tip: always try alternate spellings of the name(s) you are searching for. Sound out the name and try to think of ways someone hearing it might have spelled it.
What to do if you can't find your ancestor in the Ellis Island database...
If you believe your ancestor landed in New York from 1892-1924 and you are unable to find that person in the Ellis Island database... first make sure you have exhausted all possible spellings of the name. You may also find these alternate ways of searching the database helpful...
Interpreting Manifest Markings
Sigmund Freud & Carl Jung in the Ellis Island database...
While Sigmund Freud & Carl Jung did not immigrate to the US and they were not processed at Ellis Island, they can still be found in the Ellis Island database as they traveled together to the United States in 1909. Their ship, the George Washington, arrived in New York from Bremen, Germany on August 29, 1909. Carl & Sigmund are listed as passengers #26 & #27 respectively on the ship manifest, which you can find in the Ellis Island database by searching at the link given above.
name: Jung, Carl
marital status: M
last residence: Swiss Nacht
name: Freud, Sigmund
marital status: M
last residence: Austria Wien (Vienna)
Sources: National Archives Microfilm Roll #T715-1324 (Passenger and Crew Lists of Vessels Arriving at New York, NY, 1897-1957), Vols. 2918--2919, Aug. 28-29, 1909; & the Ellis Island Database.
Many other famous people made the trip from abroad to New York. See who you can find.