3A's Family History Page

All Australia
National Archives of Australia - This is an index of lots of documents held by
the National Archives, incluidng the immigration records for many people who
came to Australia from other countries.
World War I Nominal Roll - this is an index of all Australian soldiers who
served in World War I. You can also find more information about them, and
even look at their "service record" on the National Archives of Australia
website
World War II Nominal Roll - this is an index of all Australian soldiers who
served in World War Two.
Australia's First Fleet - the list of the first convicts to come to Australia
Convicts transported from Ireland to Australia
Australian Dictionary of Biography - for famous people
Rootsweb - Australian databases
Australian Aboriginal Genealogy Resources
First Families - a database of some of the first families to immigrate to
Australia

New South Wales (NSW)

NSW Registry of Births, Deaths and Marriages Index - has births up to 1909,
marriages up to 1959 and deaths up to 1979.
NSW Archives - has convict lists, immigration lists and lots of other stuff

Queensland (QLD)
QLD Registry of Births, Deaths and Marriages Index - Births 1829 and 1914;
marriages 1829 to 1934; deaths 1829 to 1964.
QLD Immigration index

Tasmania (TAS)
Index to convicts to Tasmania
Tasmania Immigration Index for the 1800s
Tasmanian Family Links database - up to 1899

Victoria (VIC)
Immigration Index - Immigration to Victoria from 1852 to 1923 - you can
search for your ancestors who came to Victoria from other countries
Western Australia (WA)
WA Births, Deaths and Marriages Index - Birth 1841 to 1932; marriages 1841
to 1936; deaths 1841 to 1965
WA Records Office - search for names
Convicts to Western Australia 1850-1868

All Around the World

FamilySearch - indexes for around the world (usually only up to the mid-
1800s)
Ancestry.com - has a lot of information, but you have to pay for a membership
to look at most stuff.
GenCircles - lots of family trees
Kindred Konnections - lots of family trees
WorldConnect - lots of family trees
Cyndi's List of Genealogical Sites on the Internet - links to family history
websites for around the world
Rootsweb - lots of indexes, family trees and information
Surname Database - meanings of surnames

England and Ireland

GENUKI - Genealogy United Kingdom and Ireland - lots of information and
links to help with family history in England and Ireland
FreeBMD a free index of births, deaths and marriages for England and Wales
from 1837 to 1915
Access to Archives - search England's archives
The National Archives of Ireland

New Zealand
New Zealand Registry of Births, Deaths and Marriages Index