The Libraries have hundreds of primary source databases and collections; this is a sample of some of the more frequently used ones. Visit the Library Databases page to see the full list.
This list of larger primary source collections is just a starting point and should not be taken as exhaustive - you probably want to use Google to search for archives pertaining to your topic. ("Thomas Hardy archive" or "Thomas Hardy collection," for instance, can get you a list of archives that specialize in the work and life of Hardy.)