Now is a great time to be conducting historical research. More and more primary sources, once accessed only in individual archives, are now being digitized and made available on the web in "digital archives".
The following is just a sampling of the many digitized historical collections cropping up all over the web. You can find many others by searching in Google.
Books published before 1923 are in the Public Domain, so the full-text of many historical books may be found via Google Book Search.
Search Google Scholar to find citations to scholarly articles. While some articles are freely available via the web, many are not. If you find a useful article citation using Google Scholar, check the Berntsen Library's Journal Title Search to see if you can access the journal via the library. Otherwise, you may request the article via Inter-Library Loan by submitting a request through ILLiad.