* Emigrate: To leave one's own country to live in another. (Think "exit" for emigrate)
* Immigrate: To enter another country to live there permanently. (Think "into" for immigrate)
Example:
* Emigrated: "My grandparents emigrated from Italy to the United States."
* Immigrated: "My parents immigrated to Canada from India."
In a nutshell: Emigrate is about leaving, while immigrate is about arriving.