I was reading the Historiography of Alexander the Great on wikipedia, and it mentions several contemporary sources. However those contemporary sources has been lost to us. How does historians know that they existed in the first place?
This is a topic that can get a lot of different responses for different periods and areas of history, and I can only address one, so I hope more people also give you answers. That said, last year I wrote a quick ditty on how we know about Greek plays whose texts didn’t survive.