Liverpool to Chicago

I've found out that Martin (age 23), Elizabeth (age 25), and Hannah Hanson (age 6 months) traveled from Christiania to Hull on 20 May 1881 on the Angelo. I assume they then went by train from Hull to Liverpool and then to the U.S., Chicago. So far, I haven't been able to find their arrival to the U.S. or Canada on the available Canadian records or the immigration records on the library version of Ancestry.com. My local archivists have said that finding these "Great Lakes" immigrants can be difficult. Does anyone have a suggestion for another source to check? Thanks.