Just about every city in the US and Canada has at least one library. When was the last time you went? There are a lot who don't take advantage of the library, and never even think to go there for research. Libraries can have incredible resources.
I will confess to being a real fan of microfilm. The microfilm and microfiche sections of a library are my favourite places. It's not uncommon for a local library to have certain newspapers on microfilm going back to 1780! Want to read articles from the issue of Time magazine that named Stalin man of the year? They probably have it! I know the library in my town does, and it is by no means extraordinary. Go, and browse. You will be shocked by the wonders that you find.
This is all well and good - but what if you want to do solid research and not just browse? Well, my friend, there is hope! Nearly every library has a reference desk. This desk is staffed by librarians trained in research, and who have an intimate familiarity with the library collections. Speak to them. Tell them what you are looking for, and what information you have. They will be able to point you in the appropriate direction and may even tell you of things you didn't even know the library had available.
Of course, the vast majority of what libraries stock can be found online. This can certainly make the work of research faster and more convenient. The only thing is, access to these resources is expensive! The resources in the library are free, and supported by taxes. Thousands of dollars worth of archival information and a professional researcher all available for the cost of a few photocopies! It would be a shame to not take advantage of such a bargain.