During your research, you may find that some sources are privately held. For example, a family may own the papers of a person you are studying, or perhaps a collector has a document you need. If that is the case, you can try to get permission from the owner to examine the sources. You will also need permission to cite or quote them in your writing.
Unfortunately, there is no guide to finding primary sources that are privately held. You must be alert for citations to them in footnotes or in reference works.
Though places and buildings are usually locations where sources are kept, sometimes they are the sources themselves. A place might provide information about an event that happened there or the people who lived there. If you were writing about a battle, visiting the battlefield would give you a better understanding of the terrain and tactics; if you were writing about a person, visiting his home would help you understand how he lived. A building might also be a source for understanding an era. For example, the architecture of the Jefferson Building of the Library of Congress would provide information about the ideology and values of its architect and the age in which he worked. Places are also sometimes repositories of information that are not available anywhere else. Cemeteries, for instance, contain a wealth of demographic information. You should make every effort to visit the places about which you write.
Many times, though, you cannot visit that place. In such cases, the Internet can provide a substitute for actually visiting a place. More and more locations are offering virtual tours. For example, the U.S. Senate offers a tour of the Capitol, and other websites like ViewAt offer panoramic photographs of many locations. Both Google Earth and Google Maps offer photographs organized by location, which let you see user-submitted photos of historic locations.