If you're lucky enough to be in the area where you've set your story, local libraries often have all the newspapers on microfiche and photos etc going right back. Maps are great too. Nothing worse than setting a scene in a church in a particular year to find later it was destroyed (especially around war time) two years beforehand. Oops. (Adding to say I was very careful NOT to do that and did my research)

There are wonderful archive sites online now too - electronic copies of the Times etc.

I knew a lot of this stuff was out there, but doing a stint in one of the branch libraries a few months ago where all the local heritage records are kept, I was blown away by just how much is available, more than I realised.