A great place to start is on Bellingham High School's Library page, many resources for citation as well as for research are located here:
Bellingham High School Library
A small collection links for Primary Source Material:
www.fordham.edu/halsall/sbook.asp -medieval European resources
www.deremilitari.org -medieval European resources
www8.georgetown.edu/departments/medieval/labyrinth -medieval European resources
www.fordham.edu/halsall/mod/modsbook1.html - Early Modern and Modern European resources
eudocs.lib.byu.edu - Collection of Ancient, Medieval, and Modern European Resources
www.loc.gov/index.html - American Resources
history.hanover.edu/project.php - both European and American resources
avalon.law.yale.edu/default.asp - both European and American Resources
historicaltextarchive.com/links.php - both European and American Resources