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. United States 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. The Ellis Island Database can also be searched online at Family Search:
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 this alternate way of searching the database helpful...
Interpreting Manifest Markings
Sigmund Freud and Carl Jung in the Ellis Island database...
Sigmund Freud and Carl Jung can be found in the Ellis Island database because they traveled together to New York in 1909. They did not immigrate to the United States and they were not processed at Ellis Island because they traveled first class. Their ship, the George Washington, arrived in New York from Bremen, Germany on August 29, 1909. Carl and Sigmund are listed as passengers #26 and #27 respectively on the ship manifest, which you can view online at FamilySearch here: Sigmund Freud (and Carl Jung) New York Passenger List
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; from the Ellis Island Database.
Many other famous people made the trip from abroad to New York. See who you can find.