Any particular time period/era/subject of interest or just the overall history of US immigration policy?
Donna Gabbaccia's Foreign Relations: American Immigration in Global Perspective is a great overview that focuses on immigration/immigration policy and US foreign relations from the Founding to the present.
Matthew Frye Jacobson's Barbarian Virtues is also very good, although it focuses more narrowly on the late 19th/early 20th century.