"Statistical data on immigration have been published annually by the U.S. government since the 1890s. Over the years, the federal agencies responsible for reporting on immigration have changed, as have the content, format, and title of the annual publication. Currently, immigration data are published in the Yearbook of Immigration Statistics by the Office of Immigration Statistics (OIS) in the Policy Directorate of the Department of Homeland Security (DHS). The 2004 Yearbook of Immigration Statistics consists of a compendium of tables organized by subject matter, including: immigrants, refugees and asylees, nonimmigrant admissions, naturalizations, and enforcement actions."
U.S. Citizenship and Immigration Services: http://uscis.gov/graphics/index.htm