For marine information in the UK there is Lloyd’s List which covered marine news and shipping movements; principally for the merchant shipping community but now a valuable source for those interested in maritime activity of the period.
Recently the Guildhall Library in London has published an index to the Marine News section.
Using that index to locate a particular ship or master etc. and with that information the menu below will give you the scanned image.
NOTE: in the personal name field the initial of the Master's surname will narrow the search, particularly useful if the vessel has a common name.
Please report any problems – broken links etc to email@example.com I’ll correct them and report back to you.
Prior to the Guildhall Library index going on-line I'd indexed the entire volume for 1812 - this gives you an opportunity to trace a vessel's voyages and unlike the Guildhall index I've indicated which column contains the information.