Immigration records, mostly from ships' manifests, provide basic demographic information about new arrivals. They are available from 1820 to 1982.
Military records for those who served from the Revolutionary War through 1912. Records from World War I to the present are held at the National Personnel Records Center in St. Louis, MO. Military records can be used to collect demographic information on veterans. Further, military pension applications often contain rich family histories provided by veterans or their widows.
Naturalization records can be a valuable genealogical resource, although the quality and quantity of information they provide varies greatly. Before 1906, any court of record could grant U.S. citizenship. Any records from state, county, or local courts prior to 1906 will be found in state archives. Federal court records from that era are kept at the National Archives regional facility closest to that court.
Birth, death, marriage, and divorce certificates ("vital records") have been kept by most states since the turn of the twentieth century. The National Center for Health Statistics maintains a list of contact information for each state's vital records office.