Most of the sources I've seen are copies of copies from the middle ages but do we have any actual sources that date to ancient rome?
First off I assume you mean primary “written” sources since you refer to copying.
Non-written primary sources would include paintings, mosaics, architecture, statues all of which have are essential primary sources to understanding the the ancient world.
Primary written sources from antiquity are everywhere: inscriptions are common. Mostly fragmentary, but they’re abundant. Tombs, memorials, temples even scratched graffiti.
Some papyri survive, famously the Oxyrhynchus Papyri found in an ancient garbage dump in Egypt.
The Oxyrhynchus Papyri Project at Oxford has lots more: www.papyrology.ox.ac.uk/POxy/
Writers represented there include Sophocles, Euripides, Hesiod and many more. While fragmentary these are still invaluable sources.