Primary sources enable the researcher to get as close as possible to what actually happened during an historical event or time period.  A primary source reflects the individual viewpoint of a participant or observer. Undergraduate students are sometimes allowed to use a broader definition of primary sources, which may include some of the types of materials listed below.  If in doubt, ask your instructor.
Diaries, journals, speeches, interviews, letters, memos, manuscripts and other papers in which individuals describe events in which they were participants or  observers.

Memoirs and autobiographies. These may be less reliable than diaries or letters since they are usually written long after events occurred and may be distorted by bias, dimming memory or the revised perspective that may come with hindsight. On the other hand, they are sometimes the only source for certain information.

Records of or information collected by government agencies.  Many kinds of records (births, deaths, marriages; permits and licenses issued; census data; etc.) document conditions in the society. 

Records of other organizations.  The minutes, reports, correspondence, etc. of an organization or agency serve as an ongoing record of the activity and thinking of that organization or agency. 

Published materials (books, magazine and journal articles, newspaper articles) written at the time about a particular event. While these are sometimes accounts by participants, in most cases they are written by journalists or other observers. The important thing is to distinguish between material written at the time of an event as a kind of report, and material written much later, as historical analysis.

Photographs, audio recordings and moving pictures or video recordings that document what happened.

Materials that document the attitudes and popular thought of a historical time period.  If you are attempting to find evidence documenting the mentality or psychology of a time, or of a group (evidence of a world view, a set of attitudes, or the popular understanding of an event or condition), the most obvious source is public opinion polls taken at the time. Since these are generally very limited in availability and in what they reveal, however, it is also possible to make use of ideas and images conveyed in the mass media, and even in literature, film, popular fiction, textbooks, etc. Again, the point is to use these sources, written or produced at the time, as evidence of how people were thinking. 

Research data such as anthropological field notes, the results of scientific experiments, and other scholarly activity of the time.

Artifacts of all kinds: physical objects, buildings, furniture, tools, appliances and household items, clothing, toys.

How do you find such materials? Well, they might be included in books, articles, or even available via the Internet.

BOOKS.  Compilations of reprinted primary source materials are available in the reference collection:

Documents of American History (1492-1987)  R.973 C735d10 Loop, Lincoln Park
Gallup Poll: Public Opinion (1935-1971) R.301.154 G175g Loop, Lincoln Park
Historic Documents (1972-2002)   R.917.303 H6732 Loop, Lincoln Park
Vital Speeches (1930s – present)  Per.808.05 V83 Loop, Lincoln Park

Use the library catalog to find primary sources on a subject. It helps to determine first the official Library of Congress Subject Heading (LCSH). Headings are not necessarily commonly-used terminology.  For example, the LCSH for the Vietnam War is NOT "Vietnam War" but rather "Vietnamese conflict, 1961-1975."  Once you have identified the appropriate LCSH, narrow your search by adding a primary source subheading:  

correspondence
diaries
interviews
pamphlets
personal narratives
sources

Notice the location of some material is at Lincoln Park Library in Special Collections—a vast resource of primary material on a wide variety of topics as local as the Lincoln Park Neighborhood and DePaul University itself, as distant in time as rare books published in the 16th century.

ARTICLES. To find citations to individual articles, use a newspaper or periodical index that covers the period of interest. After you use the index, search the library catalog to determine whether the cited magazine or newspaper is available here at DePaul. 

Newspaper indexes:

Chicago Tribune Historical Edition (1849-present)
New York Times Index (1851-present) Loop, Lincoln Park

Magazine & journal indexes: 

International Index to Periodicals (1920-1965) Loop, Lincoln Park
JSTOR (1900-present)
Poole's Index to Periodical Literature (1802-1906)  Lincoln Park only
Readers' Guide to Periodical Literature (1900-present )  Loop, Lincoln Park

MICROFILM.  DePaul Libraries maintain a microform collection of primary sources including compilations of letters, manuscripts, older periodicals and other documents on a particular topic.  High quality, laser printouts can be made free of charge.

INTERNET.  Many digital library and museum collections contain excellent primary resources such as photographs, post cards, and scanned images of letters, e.g., DePaul Libraries Digital Collections or American Memory Project.