The library is your friend. Here are some books to start with:
H.I. Chapelle, History of American Sailing Ships, 1935.
F.C. Bowen, A Century of Atlantic Travel, 1830-1930, 1930.
Robert Greenhalgh Albion, The Rise of the Port of New York, 1939 -- a classic with a fantastic bibliography. Available in a 1984 paperback reprint.
The transition from sail to steam took place in the middle decades of the 1800's. Because they were not subject to the vagaries of the wind, steamships quickly took over all of the passenger and luxury cargo trade, leaving sailing ships to muddle along with bulk cargo. Outside of the fishing and coastwise trades and places like the Carribean, the only sailing ships in use in the early years of the 20th century were bulk cargo carriers that carried ores, lumber and fertilizer from Australia and South America to Europe, and training vessels, since several European countries (Germany in particular) required all merchant marine officers to have square rigger experience in order to get their licenses.
If you are able to do so, I recommend a visit to a maritime museum. Most of them have bookstores and libraries, and all of them have curators who will be happy to point you in the right direction.