The National Archives of Australia makes records in the national archival collection that have entered the open access period publicly available. These can be searched through and any digital images of the records can be viewed.
The Territories also have their own archives.
Australia National LibraryFor those who are keen to know what happened to their ancestors that migrated to Australia, there is a fantastic website that the Australia National Library have set up, which is digitising their newspapers from the 1800s to now. It is called Trove. The extracts relating to Orkney born folk is sure to be of interest.
Australian War MemorialThe Australian War Memorial collection was founded by Charles Bean and John Treloar who began collecting records including unit war diaries and relics (material evidence of conflict) during the First World War. The collection contains items from colonial conflicts to the present day. The Memorial also commissions artists, photographers and filmakers under the official war art scheme.
You can order copies of images, film and sound from the collection for personal or commercial use.
South AustraliaImmigration to South Australia - The State Library of South Australia has a guide describing how to find your family who travelled into or out of Australia. South Australian passenger lists 1836-1851
The Family History South Australia website aims to provide free resources for family history and genealogy research on South Australians and their ancestors at home and abroad. Search shipping passenger lists 1803-54, bmd's 1836-56 and cemetery records.
VictoriaPublic Records Office Victoria has digitised records and database indexes which can be accessed online.
New South WalesThe State Records Authority of NSW manages the State archives collection and has searchable indexes.
Mariners and Passenger List transcripts from the State archives.