Through your review of the secondary literature, you will find key primary sources. I personally like to look at dissertations; they usually have detailed and complete bibliographies, often separating primary from secondary sources. If you have a sufficiently narrow research question, you can identify the best monographs and journal articles on your topic pretty easily. Through carefully reading the notes, end notes, and bibliography, you can glean the most relevant primary sources.
Other sources of primary sources include newspaper databases, such as the Historical Chicago Tribune, autobiographies, memoirs, and government documents.