Not all 19th century travellers were able to come direct to Adelaide. For example in the early 1850s many ships sailed direct from London or Plymouth to Melbourne due to the attraction of the goldfields.
Therefore many immigrants came to Adelaide via coastal vessels.
The only records of these voyages are in newspaper reports. For some periods the State Library holds indexes to the newspaper lists.
See also '19th century departures - Horner and Hodge indexes'
Bound for South Australia, passenger lists 1836-1851, compiled by Diane Cummings