Here are some great places to start.
Library of Congress
Inexhaustible and amazing.
Archive.org
Excellent source for text (over 2,500,000 documents) and multimedia sources. Lots of audio and video files. 
Hathitrust
Hathitrust is a digital repository for the nation's great research libraries including Yale, UM, OSU and Columbia.
American History Links from the NHD Website
National Archives NHD Page
American Journey
Tons of primary sources.
Oxford African-American Studies Center
Amazing source of information for topics related to African-American Studies
Know Your Rights: The United States Constitution
If your topic has anything to do with the US Constitution start here.
World Digital Library
A compilation of primary sources created by the United Nations. 
Digital South Asia Library
Euro Docs
Lots of primary sources for European topics.
Yale Avalon Project
The Avalon Project will mount digital documents relevant to the fields of Law, History, Economics, Politics, Diplomacy and Government.
World History Matters
From the Center for History and New Media at George Mason University.
British National Archives
The British equivalent of our National Archives. Excellent.
Museum of the Moving Image
Lots of information related to the media.
Bowling Green State University Center for Archival Studies
Lots of sources here. Especially for local history.
Images from the British Museum
Over one million images