Many immigrants came to US via Canada as fares were generally much cheaper that way.
In 1895 Canada and USA established a joint inspection system. Passengers arriving in Canada who intended to go on to United States were inspected by US Officials at the Canadian Port of Arrival, then enumerated on US immigration lists. Immigrants were also given inspection cards which they turned in to US Officials once they were on board trains going to United States. Two sets of records were created - passenger lists and compiled inspection cards.
These CANADIAN BORDER CROSSING records were microfilmed by INS. They cover 1895-1954 and are indexed. They do not include Canadians before 1906. After September 30, 1906 both Canadians and non-Canadians are included on these lists.
See more information on the St Albans (Canadian Border
Crossing) Lists (including film numbers)