Two works take up the coming of Pennsylvania's first immigrants to the Penn colony: Passengers and Ships Prior to 1684, compiled and edited by Walter Lee Sheppard, Jr. (1970; reprint, Bowie, Md.: Heritage Books, 1985), which is a synthesis of passenger lists; and George E. McCracken, The Welcome Claimants: Proved, Disproved and Doubtful (1970; reprint, Bowie, Md.: Heritage Books, 1985).
The most important work on the mass immigration of Germans is Ralph B. Strassburger, Pennsylvania German Pioneers, edited by William J. Hinke, 3 vols. (1934; reprint of volumes 1 and 3, Baltimore: Genealogical Publishing Co., 1980; reprint of all three volumes, Camden, Maine: Picton Press, 1992), covering arrivals at Philadelphia of thousands of Palatines and others (1727'1808). Volume 2, which has facsimile signatures of the passengers who signed an oath to the province, was included in Picton's reprint, but not GPC's. See also the 'Annotations' to this work by Dr. Friedrich Krebs in The Pennsylvania Genealogical Magazine 21 (1960): 235-48. Two other volumes, edited by Don Yoder, supplement Strassburger/Hinke: Pennsylvania German Immigrants, 1709'1786 (Baltimore: Genealogical Publishing Co., 1984), reprinted from the Pennsylvania German Folklore Society Yearbooks, and Rhineland Emigrants (Baltimore: Genealogical Publishing Co., 1981), reprinted from Pennsylvania Folklife. The many fine publications concerning German immigrants by Annette Kunselman Burgert should not be overlooked.
Other early records were published in Pennsylvania Archives, 2d series, vol. 17, p. 521-667; Michael Tepper, ed., Emigrants to Pennsylvania, 1641'1819 (Baltimore: Genealogical Publishing Co., 1975), consolidated from passenger lists published in The Pennsylvania Magazine of History and Biography; and Carl Boyer, III, ed., Ship Passenger Lists: Pennsylvania and Delaware, 1641'1825 (Newhall, Calif.: the compiler, 1980).
Passenger lists for the port of Philadelphia (1800'1945) and indexes (1800'1948) are available at the National Archives'Mid-Atlantic Region. The pre-1820 records are actually 'baggage lists' and were published in Passenger Arrivals at the Port of Philadelphia, 1800'1819, transcribed by Elizabeth P. Bentley and edited by Michael H. Tepper (Baltimore: Genealogical Publishing Co., 1986).
While not classified as immigration records, crew and vessel lists for the port of Philadelphia (1789'1880) are available in indexed typescript volumes at the Historical Society of Pennsylvania and the Free Library of Philadelphia, Logan Square, Philadelphia, PA 19103.