Step-by-step instructions and techniques for conducting research in history from the noted environmental historian, William Cronon

A detailed guide to understanding the nature of primary sources in the field of history; from the American Library Association

From the Center for History and New Media's "History Matters" site' offers tips on how to work with oral histories, films, maps, numbers, diaries, and other primary sources. Though aimed at the introductory survey level, still useful for the fundamentals.