My grandmother emigrated from Lutzk to Canada, and then to the US in 1913. Her route was from Bremen to Halifax by sea, then by train to Winnapeg, then to the US via train, entering at Pembina, ND. I found her listed TWICE in the US Immigration records, as passengers who entered Canadian ports with the intention of going to the US were screened in Canada for US Customs when their ships arrived in Halifax. Then when they actually entered the US at Pembina, their records were taken again. I found these at the St. Albans,VT  records for US. immigration, as all entries from Canada were kept together under that port of entry, even if the person never went through St. Albans! I did it the old fashioned way, before any Internet indexes were available, by ordering microfilms of the Soundes Index for the port of St. Albans, once I realized they had entered the US from Canada. In looking at the actual Soundex card, I gained quite a bit of information, including physical description, hometown, place of birth, and age. 
If your ancester never crossed a border between the US and Canada, tracing their route might be tricker. An informative article on this issue is at
http://www.afhs.ab.ca/aids/talks/notes_mar99.html
Karla Walters
 

