ThinkQuest
http://library.thinkquest.org/20619/
This is a ThinkQuest site designed by students for students.  It has wonderful information on the groups who came to the U.S. from Europe, Africa and Asia. Has pictures that can be printed.
   Ellis Island Immigration Museum  
http://www.ellisisland.com
The Ellis Island site contains great historical information as well as photographs that can be printed.  It has some interesting personal histories as well.