Immigrants have always come to America, and the source of those immigrants has changed over time.
Via Vox, the Pew Research Center tabulated Census records going back to 1850 to see which countries sent the most immigrants to each state at different points in the country's history.
Pew made maps comparing the biggest sources of immigrants to each state from the 1910 and 2010 censuses. There's a clear shift from European immigrants to Mexican immigrants over the last century:
During the height of immigration from Europe to the U.S. in the late nineteenth and early twentieth centuries, Germany was the largest supplier of immigrants to the U.S. In the second half of the twentieth century and the early twenty first century, Mexico has become the most common country of origin, with 29% of all immigrants nationwide.
Pew found that this trend also happened at the state level, and they made this gif showing the states where Germany and Mexico provided the most immigrants over the last century and a half:
