Primary sources are found in a variety of places but you have to know where to search for them. Because primary sources can be both published and not published, they can be tricky to find.
Often materials that are not published can be rare items that don't have many copies; things like diaries and letters. However, sometimes you can find primary sources that are published, like collections of letters or a person's diary published after the fact.
When searching for primary materials online, ask yourself: Who would care to maintain, display, and provide access to this material?
Some common answers to this question are:
The UHV Library owns a variety of primary sources. You can search the catalog and include words like "diary," "manuscript," or "correspondence" in your search.