Here is a link to a small sample of the items. http://imgur.com/a/1vPXb
This a lot of letters, photos, mug shots, receipts and hand written note from an FBI agent Elmer Jacobsen from the 1940's-1960s. Some was lost to the bottom of the dumpster I found it in about 10 years ago. It traces the agents career from the beginning of his service, births of his children, trouble and behavior in the agency, the call for his resignation from the agency via hand-signed letter from J Edgar Hoover. Mr. Jacobsen resigns, then un-resigns and serves a few more years. There is a lot, and it is fascinating to study. How can I go about sharing this with interested parties? Should I auction it off. I have had all this for years, I just don't know where to start.
Everything /u/Borimi says is correct.
Let me add: you might want to talk to a lawyer. Chances are, the U.S. Government was the original owner of those documents, and however they got into your hands, someone didn't follow proper procedure for archiving those documents. I have no idea what the applicable laws or regulations are, if any, but you might want to speak to a lawyer about it.
You can have a historian look at them, of course, but you should also take them to an archivist. When it comes to preserved collections, chances are an archivist is going to the be person determining how any documents you have will be organized and how (processes called accession and appraisal). These two professions are not the same thing, and what a historian can or will tell you about them is very different from what an archivist will tell you. It's not that one's better than the other, it's rather that both are important. But an archivist will be the one organizing them for potential research.
You can do your own research to try and discover what kinds of archives hold collections pertaining to the FBI (try archive finder). Also, if you live near any kind of major or large archive, as in one that employs a full time, fully trained archivist (not local historical societies or whatever, since they are often less standardized and may not be reliably managed), you can probably take it there for appraisal. Often if an archive does not itself specialize in a certain type of record, they tend to reach out to others that might as a form of professional courtesy. The most obvious place to look for a big archive near you would be a major university, state archives if you live near a capital, stuff like that.
By the look of it and your description you have a pretty good collection going and someone would be interested in taking it. In most cases, though, getting them into an archive means a donation, not a purchase. If you're looking to try and sell these papers, I really have no idea how to go about that.