According to Music Research: A Handbook (by Laurie Sampsel) musical primary sources are "materials such as manuscripts, letters, recordings originating from or contemporary with the topic of your study." An alternate definition she provides is "also defined by some as the sources most integral to your research." Essentially, these are the first hand materials related to a topic, rather than the materials that have been written analyzing these first hand/primary resources.
Oftentimes primary resources are unique items that only exist in a single library archive; however, increasingly libraries are digitizing these unique materials and making them freely available to researchers online.
Online Primary Resource Collections (i.e. Where can I view objects online?) (Note - these resources focus on textual primary resources, see the Sheet Music section for those types of materials)
American Memory: Performing Arts is a site providing access to resources held by the Library of Congress. A sampling of the digital collections available include the archives of Leonard Bernstein, folk music from the Southern United States, and jazz photographs from the Golden Age of Jazz.
Eighteenth Century Collections Online (ECCO) consists of full text English and foreign language books, pamphlets, broadsides, and ephemera from 1701-1800 in all subjects including fine and performing arts.
Nineteenth Century Collections Online (NCCO) consists of full text English and foreign language books, pamphlets, broadsides, and ephemera from 1801-1900 in all subjects including fine and performing arts.
Texts on Music in English focuses on providing access to major English texts on music theory from the 14th-17th centuries.
Hofmeister XIX is an important resource related to the publication of music in 19th century Germany (1829-1900). Search this resource to determine when an item was published (not necessarily composed), how much it cost, who first published it, etc. All entries will link to a high quality scanned image of the original Monatsbericht catalog.
Early American Secular Music and its European Sources, 1589-1839: An Index is a specialized database useful for locating primary sources related to early American music.
WHERE Do the Primary Resources Physically Live (i.e. What Library owns these resources)?
RISM A/II is used to locate the repository for over 850,000 manuscripts primarily composed between 1600 and 1800. Searching can be done via traditional methods (composer, title, etc.) and also by inputting a brief musical incipit of the theme with an online keyboard.
Online Archive of California allows you to search a wide variety of archival and special collections held in libraries, museums, and archives across California. Each collection includes a finding aid and some will include some digitized content as well.
Archive Grid aids in locating over 3,000,000 archival and special collections from around the world. Defaults to broad based keyword searching with many advanced search options that are not intuitive.