"This paper explores various methodological issues relating to immigrant health, including the definition of an immigrant, the
assessment of immigrant status, and sampling and recruitment strategies for studies relating to immigrant health."

This report presents national prevalence estimates of selected measures of physical health status and limitations, health care access and utilization, and mental health status among the civilian noninstitutionalized population of U.S.and
foreign-born adults aged 18 years and over in four race-ethnicity groups in the United States. Reference section might be helpful for identifying additional data sources.

"The report from CDC's National Center for Health Statistics is based on six years of data from the National Health Interview Survey. The main finding is that immigrants reported significantly better physical and mental health, such as lower rates of obesity and high blood pressure, than their U.S.-born counterparts despite having limited access to health care and little or no health insurance."