Im looking for newspaper articles written in 1930s Toronto that have something to do with construction of buildings in that time, and immigrants. Maybe every popular entertainment at that time as well.
The Newsbank archive is rather good. Check your local library or university for access if you don't want to pay.
The Toronto Library has a lot of great resources. I'd suggest the following:
The Virtual Reference Library has a lot of great photographs, documents and websites that are helpful, and all are available online for free.
The Toronto Library if you have a library card and time to head to the library itself. Located at the Toronto Reference Library branch (one of my favourite places in the city!) and on the fourth floor there is a place called the Baldwin Room, which includes archives from Canadian newspapers.
Good luck in your search!