The earliest recorded Indian in the U.S. was an Indian from Madras, who visited Massachusetts in 1790. A number of Indians were brought to the U.S. by seafaring Captains to serve in their households as servants.  In the late nineteenth century, a number of Indians, from the Punjab and mostly Sikh, immigrated into Northwest U.S. and Canada. 

A large number of them worked in laying the railroads in the western states of the U.S. as well. The main reason for their being in America was to save money and send it home to their families. Most of them had to relinquish their farmlands to the British landlords in Punjab, because they couldn't afford to pay the taxes and their only escape was as migrant laborers.  The lumber mill owners liked the migrant Indian workers because they worked long hours for lower wages (about half) than the European workers did.

Related Links and Resources:
Indian American Center for Political Awareness
Moving Here
Explores, records and illustrates why people came to England over the last 200 years, and includes the South Asian communities
sikhpioneers.org