Crosses are virtual goods that your colonies produce. They represent the religious activities of the enlightened New World, and generate unrest in Europe. Like Liberty bells, they may not be bought, sold, or transported. Crosses fund the passage of immigrants from Europe. When enough Crosses have been produced, one of the three potential immigrants in the immigrant pool moves onto the docks, ready for transport. You may also pay the remaining portion of the immigrant's fare to bring one of these immigrants onto the docks. The price you pay depends on how many colonists have immigrated so far, and the percentage of Crosses remaining for the current immigrant.
Each colony produces 1 Cross initially, due to its free Chapel. Upgrading this to a Church or Cathedral increases Cross production. The upgraded buildings may also support the work of Firebrand Preachers, who produce even more Crosses.