My grandfather's "Declaration of Intention" states he came to the United States aboard the S.S. Merion, sailing from Liverpool, in 1904. I have hit a brick wall trying to find the ship's passenger list or manifest.
Can anyone help?
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Finding the ship
Since you already have information about the departure port, the easiest plan is to search the departure records first. Outbound records (BT27) from Liverpool and other ports are online at:
Using the browse box to the right of the search form at Ancestry shows departures from Liverpool from April through December.
If you can find the outgoing list, use the information to search for the corresponding arrival in US records. (The rest of the answer assumes that the researcher doesn't have access to the outbound lists, or has been unable to find the passenger that way.)
Using Philadelphia as an example, NARA's online guide to Immigration records offers the following information:
Index (Soundex) to Passenger Lists of Vessels Arriving at Philadelphia, PA, January 1, 1883--June 28, 1948. T526. 61 rolls. 16mm. Descriptive Pamphlet (PDF) for T526
Book Indexes to Philadelphia Passenger Lists, 1906--1926. T791. 23 rolls. Descriptive Pamphlet (PDF) for T791
Passenger Lists of Vessels Arriving at Philadelphia, PA, 1883--1945. T840. 181 rolls. Descriptive Pamphlet for T840
For these three microcopy publications, the descriptive pamphlets are roll lists showing which roll you would need to consult to find arrivals. When you consult DPs, be sure to look at the entire document to see if there are notes about how the records are arranged or notes about items filmed out of order. If you can't find your passengers with the help of Stephen P. Morse's search tools, the Book Indexes, or the Soundex index, you can always try the brute force method of browsing all the 1904 arrivals.
One site I like to use for information about the ships themselves is Norway Heritage. The site gathers information about ship arrivals from newspaper research. The SS Merion is listed under three different operators, and the database information for specific voyages so far is all from 1902-3, from Liverpool to Boston.
If there were no outbound lists available to look at, newspaper research could give you information; ship arrival news and advertisements for 1904 would show which ports the Merion was sailing to. You could take the search results from newspapers and then go back to NARA's passenger lists. Using a guide such as Joe Beine's Finding Passenger Lists & Immigration Records 1820-1940s: Arrivals at U.S. ports from Europe is an easy way to find what might be online.
Another useful page to bookmark is NARA's Microfilm Publications and Original Records Digitized by Our Digitization Partners. While the links on that page are designed to be used at NARA itself, and point to their in-house institutional accounts, you can use the information along with your own logins for Ancestry, FamilySearch, and fold3. The Digitized by Partners list tends to lag behind what's actually online, so the NARA microfilms may be available at more sites than the ones listed on that page. However, it gives you a starting point of where you can find specific microfilm publications or digital images of textual records.
Check the state archives for the port you want to research. Both Massachusetts' and Philadelphia's state archives have their own copies of the passenger lists, and may have research guides, or independently created indexes.
For more resources, search for other questions on GenealogySE which involve research on the ships themselves, such as List of ships arriving in Boston.
Finding more information
Another strategy might be to widen your search beyond 1904. Norway Heritage's entry for 1904 says:
1904 Mar. 30, damaged in collision with the Clan Grant off Tuskar Rock
Newspaper research might show whether the ship was taken out of service for repairs, and if so, for so long. This would narrow the date range for an arrival, if your grandfather's arrival was in 1904.
You don't say when the Declaration of Intention was filed. Consider the time lapse between the DOI and the alleged arrival date -- could your grandfather's memory have been fuzzy? Did he naturalize? His Petition (second papers) should be after 1906, and might include a Certificate of Arrival that would give you more information. (Note: the Declaration and Petition don't have to be in the same court.)
If your grandfather lived until the 1940s, check NARA's catalog by name to see if he has an Alien Registration form (AR-2). You can find some clues about his naturalization status from the Census (see Clues in Census Records,1850-1930, which also contains some tips for the 1940 Census as well as the earlier ones in the title).
A Google [search] discovers that the SS Merion mostly worked the Liverpool to Philadelpha crossing, so https://stevemorse.org/ellis/passengers.php?mode=phil is a good starting point. The passenger lists are on Ancestry or https://www.familysearch.org/search/collection/1921481 or FindMyPast.