Ancestry has a number of record collections for immigration & travel in Australia.
The National Archives contain a number of records, including Naturalisation papers. These can contain more details than what is available on the Immigration indexes.
This webpage has information to help find immigration records in New South Wales, with links to the immigration indexes.
The Public Record Office Victoria has the following passenger lists. Access to these are free:
- Index to Unassisted Inward Passenger Lists to Victoria 1852-1923
- Index to Assisted British Immigration 1839-1871
- Index to Outward Passengers to Interstate, UK, NZ and Foreign Ports 1852-1923
Has a number of indexes to immigration records that are free to use – copies of individual entries can be ordered for a fee.
This website contains links to a number of other websites with shipping information for South Australia
Has passenger lists, immigration reports, newspaper records, shipwreck information, ship pictures, ship descriptions, shipping-line fleet lists which include records Canada, USA, Australia and some for South Africa.