/u/caffarelli has previously written an extensive guide to HOW TO DO YOURSELVES AN ARCHIVES RESEARCH, which has interesting answers from other users in the same thread.

/u/the_alaskan appreciates that you want to eat more than vomit (a metaphor).

Archives or published compilations of material. Some are available online as digital resources, for others you'll need to visit the appropriate archive. In Britain you'd visit the British Museum for things like written monastic accounts, or the National Archives for government papers.

"Lesser" sources such as the journals and papers of important families are often kept by the families themselves or in county-level archives. For example; the papers of the Percy family are held in the family archive in Northumberland, these include records of international dealings at Royal level.

Short answer: you specify a range of things and these would be found in a range of places, but finding them can be a lot of fun.