Prior to the mid-19th century, the United States had no immigrant inspection stations. Then, in 1855, Castle Garden www.nps.gov/cacl opened on the southern tip of Manhattan. Here, short inspections and medical examinations of arriving passengers took place. Castle Garden gave way to Ellis Island in 1892.
Passenger lists from 1820 to about 1891 were known as customs lists. They were usually printed in the United States, completed by ship company personnel at the port of departure, and maintained primarily for statistical purposes. So they contain only bare-bones information: the name of the ship and its master, the port of embarkation and the date and port of arrival, plus each passenger’s name, sex, age, occupation and nationality. These lists (with some gaps) have been microfilmed and are available through the National Archives, and through the FHL and its local FHCs. Generally speaking, NARA’s regional records services facilities have films for the ports in their jurisdiction. The guide Immigrant and Passenger Arrivals: A Select Catalog of National Archives Microfilm Publications details more fully the availability of records and indexes for each port. You’ll find this catalog on the National Archives’ Web site at www.archives.gov/publications/microfilm_catalogs/immigrant/immigrant_passenger_arrivals.html, or you should be able to locate a copy at most genealogical libraries.