I did a quick search of immigrant records from Ellis Island. Of people with the surname Cunningham who have listed a previous residence, most were from Scotland.
There are also a large number of Cunninghams listed as immigrating from England, as well as other British colonies.
A few other Cunninghams are listed from Ireland.
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While I was at it, I decided to search the other surnames on the Ellis Island website.
Of the Sherrills I found, almost all that were listed were US citizens re-entering the country. There was one from Liberia and a few with the spelling Cherrill who were from England.
There were MANY Millers, so I just looked at the year 1892. There were many from England, Germany, and Scotland. There are also some from Ireland, Poland, and other countries.
edited: to add other two surnames
This message was edited 3/14/2008, 4:17 PM