Hi Harold,
The records for the port of New York go back to 1820. Ellis Island is the most recent name of the receiving station for the port of New York. It opened in 1892, so that is why records by that NAME only go back to 1892. Records labeled by different names go back much further than that.
Before 1892 there were other names for the receiving stations in New York. (Castle Garden:1855-1890; Barge Office:1890-1891; Ellis Island:1892-1897; Barge Office: 1897-1900, because of a fire at Ellis Island; Ellis Island:1900-1924; and after that date the paperwork was mostly done overseas. The records exist on microfilm until the 1950s for that port.)
In very early years (1820-1855, and earlier, but the lists don't exist), people just got off at the docks in New York and there was no receiving station. Many were cheated of money and property, and treated badly by people (even those formerly from their country, who the emigrants thought they could trust) hoping to take advantage of the naive emigrants who couldn't speak English. The receiving stations came into existence to protect the emigrants, as well as to process them.
The passenger list records exist on microfilm and can be ordered from a Family History Center or can be seen at NARA facilities across the U.S. A relative few have been transcribed and are online. New York, the busiest port, wasn't indexed during much of the heavy period of immigration.That is one reason everyone was so excited when the Ellis Island site came online. It provided a way to search in the years 1892-1897 (or maybe 1896) which weren't indexed before.
In addition to New York, there were other ports which were often used. It was not a requirement to enter the U.S. only through New York.
http://home.att.net/~arnielang/shipgide.html The Swedes will need to answer the rest of your question.
Judy