This site appears to be currently under repair. As it is descirbed: "The purpose of Historical Voices is to create a significant, fully searchable online database of spoken word collections spanning the 20th century - the first large-scale repository of its kind."
The Internet Archive... "is building a digital library of Internet sites and other cultural artifacts in digital form." Good for audio and visual primary material.
Search across 25 different collections from the 1880s to date: Listen to former slave interviews, early regional music recordings, speeches, and oral histories.
Vincent Voice Library collection of over 40,000 hours of spoken word recordings, dating back to 1888. The collection includes the voices of over 100,000 persons from all walks of life.
If used carefully, a youtube search can produce quite a few visual and audio recordings of historical events. Be careful to assess the authenticity and neutrality of the media you decide to use.