There are a number of excellent webinars on researching various ethnicities. To find them, do a Google video search using the keywords: [your ethnicity] AND genealogy.
You can search the open web for genealogical associations or societies that focus on a particular country or ethnicity. They often have valuable resource pages. For example, a search for African American genealogy society will lead you to The Afro-American Historical and Genealogical Society. A search for Polish genealogy society will lead you to the Polish Genealogical Society of America.
You can also search guides to ethnicities on Family Search Research Wiki, Cyndi's List, and the Family Search International Genealogical Index.
In addition to searching Ancestry and FamilySearch, try these resources dedicated to African American genealogy in particular.
For an interesting overview of the 10 Million Names Project view this podcast from Family Tree Magazine. For more resources dedicated to African American Genealogy check out this page from Cornell Libraries or BYU.