I know someone who arrived to Baltimore directly (without going through Ellis Island) in the early 1900s.
Are there any listings of passengers on these ships?
Ancestry.com indexes Baltimore arrivals along with many other ports. You will need a US subscription to search these databases.
UPDATE ON METHODOLOGY
I've used two different techniques to find records on a specific topic such as Baltimore arrival records. One approach is to find some specific matching individual, and then browse the collection from there. For example, search for any record with an arrival in Baltimore. This works well on Ancestry, which has a rich query form.
The second approach is use the catalog to find a desired collection, and then to search that collection. To find collections one can use the catalog on FamilySearch or the card catalog on Ancestry.com. Catalogs can be searched by keyword (e.g., immigration) or location (e.g., Baltimore) and then the desired collection can be identified by browsing. Once a collection is found, it generally comes with a search form that restricts search to that collection, or (in the case of FamilySearch) a form for ordering documents from it on microfilm.
For finding lists of arrivals to the USA, the process has been greatly simplified by the work of two individuals. As noted in this answer, Stephen P. Morse's One-Step Web Pages are search portals that are usually more sophisticated and straightforward than the forms provided at the provider's own websites. Joe Beine's guides, published on his website German Roots, give overviews of what records exist and how to find them. For the period you want, try his Baltimore Passenger Lists Quick Guide 1820-1950s.
Having online access via Ancestry is convenient, but if you don't have a subscription, and can't access Ancestry at a library, you have other options. You can visit a National Archives facility, where you can view the microfilms for free, and you can search or browse the records at FamilySearch.org (see links below), or browse (or download) copies of the microfilms via the Internet Archive.
When you are searching for records in their original form, sometimes the records themselves are on one set of microfilms, with an index (which would have been created separately) on a different set of microfilms. Searching for a particular arrival on microfilm is a two-step process which begins with using the index to find out which specific roll of microfilm you want from a large group, then working with that particular roll of film.
Using the German Roots website
Beine's guide simplifies the process by providing a cross-reference of the information about the original records from NARA (the National Archives and Records Administration) and the FHL (the Family History Library). Beine also gives a direct link to the collection on Ancestry, so you don't have to go through the card catalog. For 1900-1910, these are the appropriate sub-pages on German Roots:
Information from NARA
Both record sets are part of Record Group 85, Records of the Immigration and Naturalization Service, 1891-1957. NARA's descriptive pamphlets on the records are here:
NARA's online catalog gives information about each microfilm publication, including a list of NARA facilities where the microfilm can be viewed for free. The relevant entries are:
On FamilySearch.org, the links on the Research Wiki which describe the records are:
The links to the collections themselves in the FamilySearch Catalog are:
From here you have the option of searching by name, or choosing the Browse link to step through all the images, as if you were viewing the microfilm. The online images have waypoints which correspond to the beginning of each roll of microfilm.
Clicking Learn More on any of the catalog pages is supposed to take you back to the relevant articles on the Research Wiki, but this feature is not working reliably (at least when using Firefox). The links to those articles are in this answer, and articles can be searched for by going directly to the Wiki and putting your subject into the search box.
Using the Internet Archive
The Internet Archive has (at the moment I write this) 636 items in the category Passenger Lists of Vessels for Baltimore and Philadelphia -- the entry page is here: Welcome to Passenger Lists of Vessels for Baltimore and Philadelphia. Clicking through to the full list of results will give you a list of titles -- many of them are the individual rolls of microfilm, with the film roll number in the title of the catalog entry. Once you know which roll you need, you can read the film online, or download a PDF for offline reading.
An online version of the records is held at Ancestry.com, as the database Baltimore, Passenger Lists, 1820-1964 (requires subscription). On the main search page for any collection, more information about the collection can be found by scrolling down to read the sections Source Information and the About [database title].
Here are the links on Morse's page which relate to Baltimore arrivals. If you haven't used his search forms for passenger lists before, read his FAQ (there's a button near the top of the Baltimore Passengers page).