Books may contain primary sources. Try adding terms like these to your catalog keyword searches:
Historical persons may be authors: King, Martin Luther, Jr.
Their writings may be collected as "The Papers of ..."
These Clemson Libraries databases provide the full text of important historical records:
Our library has bound volumes/microfilm of many magazines dating back to the late 19th century.
Search for articles using these indexes (they generally don't include the full text of articles, but may link to other sources):
National archives, libraries, agencies & many other organizations publish primary source documents, images, sound & video files, etc.: