The Immigrant Ancestors Project at BYU now has searchable data online. Many of the current search results were extracted from "a register of 19th century British convict passengers who were transported to New South Wales (in Australia) during a time period from about 1820 to 1840." You will also find abstracted passport applications from the Provinces of Cantabria and Cádiz in Spain, and emigration and immigration records from Bavaria and Portugal.
Take a peek at the emigration record of Ignatz Pöser. There's a ton of information here—including his place of birth, marriage date, and "alternate cities of residence." His record is cross-linked with that of his wife. Notice that alternate spellings of her name are included ("Theresia/Theres/Theresa") to facilitate searching. Notice also the wealth of detail in the Notes field:
She was baptized 2 Mar 1787 in Mühlhausen. She got married in Vienna. First she wanted to immigrate there, but apparently instead of moving to Vienna, she wants to immigrate to Sünching, Bayern with her husband because of her inheritance confiscation issue. They have a child in 1816.The source of each transcribed record is given, and for some record-types a "View sample documents" link is available. Click on "Request this record" and you'll be able to generate and print out a form letter requesting a copy of the original.
As if that weren't enough, the site also has an excellent bibliography, and some useful transcription resources in the Volunteer Center. If you've got a computer and some spare time (the fact that you're reading this suggests that you do), consider volunteering to transcribe some records. You have nothing to lose but your eyesight and track of the time.