There are 2 separate indexes for Baltimore for the years 1833-1866. One lists passengers on federal lists, the second lists passengers on city lists. You can't just check one - if you check one and don't find your ancestor, you have to
check the other one.
For a list of Film Numbers for Ships to Maryland, after 1820, see
http://olivetreegenealogy.com/ships/filmnos_baltmd.shtml
For online Ships to Maryland see
http://olivetreegenealogy.com/ships/tousa_md.shtml
If you want to search multiple websites at once for passenger lists, there is a custom search engine for Ships going to Maryland at
http://olivetreegenealogy.com/ships/searchmdships.shtml