If your ancestors immigrated to Canada from Europe, England, Ireland, Scotland, Germany or other countries that required a journey across the ocean, you will be looking for ships passenger lists.
Before 1865 Ships Passenger lists on Ships Sailing to Ports in Canada did not have to be archived. It is a challenging time period to find passenger lists in!
For Canadian Ships Passenger Lists before 1865 there are alternate records. There are records of shipping agents (such as J J Cooke), emigrant agent records in Montreal Quebec and Kingston Ontario, Immigration Schemes such as Petworth Immigrants and more.
For Canadian Ships Passenger Lists after 1865 you can search online or order microfilm.
See
http://www.olivetreegenealogy.com/ships/canada/ for Filling in the Gaps - a 2-column chart with links to all online ships passenger lists for Canada