The records that I have researched at Ancestry.com to answer your questions and similar questions from others are actually immigration forms. They were required by the Immigration and Naturalization Service under a 1917 law that required owners, agents or masters of vessels to document any aliens among their crew or passengers. The forms were filed with an immigration inspector who met the ship upon arrival at a port. (Fortunately for our modern-day purposes, the forms listed ALL crew and passengers, not just aliens, with the nationality of each person indicated.)
For ships making domestic voyages (sometimes referred to as sailing "coastwise") between U.S. ports, there would be no need to file these forms. Any aliens among crew and passengers would already have been identified upon their initial entry into the United States in the past. Such individuals would be no more immigrating into the country than if they had made the same trip by highway or rail.
On the other hand, there must have been some record somewhere of the crew lists of vessels making domestic voyages, if only in the records of the shipping companies that owned the ships and employed the sailors. Most of those companies no longer exist, unfortunately, and who knows what became of their records. Possibly they exist in Ancestry.com but I don't know where and I've never come across any. Or they may exist in the endless records of the National Archives, which is actually the source of the Ancestry.com records. Contacting the Help feature at Ancestry.com may be a place to start.
Ron Carlson, Webmaster
Armed Guard / Merchant Marine website