The Ellis Island Foundation now offers free online searches of passengers that have immigrated to America through Ellis Island. It’s free, you just have to sign up! www.ellisisland.org
I was able to find my Grandfather, Great Aunt and Great Grandparents. The site gives you a passenger record, passenger manifests and even images and information about the ship. You can purchase copies of the documentations through the Ellis Island Foundation. Tip: when searching you may want to try different name spellings in order to find your family.
My Grandfather was born in the US, but as a child went back with his mother and sister to Italy for medical care and ended up staying until WWI ended. This documents their return trip. Such a fun way to discover your family’s history!
This is my Grandfather’s passenger record:
The passenger list from October 17, 1919:

