Might there be something in the Customs House records?
The National Archives has this record group:
http://www.archives.gov/research/guide-fed-records/groups/036.html#36.3
36.3 Records of Customhouses 1745, 1762-1982
36.3.1 Records of customhouses and collection districts
36.3.2 Records relating to passenger arrivals
Also, my experience is that people went back and forth several times, and sometimes the answer to the question you seek can be found in a later passenger list. A story in my husband's family said that not all of the family had stayed in the US, but some of them had returned to England. We also had records passed down in the family that said my husband's grandfather had entered the US on two separate occasions. I wondered when the family had gone back to England, and I spent a couple of years laboriously working out how long they had been in the US from census records and city directories and so on. Then I re-read one of the later passenger lists (an arrival of one of the siblings that had returned), and discovered the answer had been right there under my nose the whole time, under the question "have you ever been in the US before". The period listed there was the same as the one I had plotted out by brute force.
NB: I've just posted a longer answer on a related question:
Immigration from Norway: seeking information about 1871 passage from Quebec to the US
Edited to add: There are regulations concerning immigration in the title Arrivals of alien passengers and immigrants in the United States from 1820 to 1892 (United States. Bureau of Statistics) on Google Books. This and other reports from that period, published from the U.S. Government Printing Office, might provide clues to other records.
Other resources:
Please note that volunteer transcribers are hard at work typing up the
rest of these lists of names, so check back often to see what new
lists have been added.
University of Minnesota. Immigration History Research Center. The
Immigration History Research Center: A Guide to Collections. Compiled
and edited by Suzanna Moody and Joel Wurl; foreword by Rudolph J.
Vecoli. New York: Greenwood Press, 1991. xxiii, 446 pp., ill.,
bibliographies. LC call number: Z1361 .E4U58 1991 LH&G; MRR Alc LC
control number: 91016262
- Olive Tree Genealogy has records and reports of Canadian emigration agents. I wonder if there are equivalent records by immigration agents on this side which could be found in archives. Take a look not just for whether her exact records could hold your people, but as examples of the sort of things that can be searched for.
Also, check the National Union Catalog of Manuscript Collections for unpublished materials.