Musuems, especially local ones are great for the area’s past. There can be information that you couldn’t find on the internet such as. The curators will be more than happy to talk to you about the history of the area and might have ideas on how you can replicate it.
People such as your own family could be useful if they and previous generations have been in one area for a long time.
Libraries have history sections, sometimes a local history section. They may also have archives of newspapers as well as online folklore databases that you might need to login to gain access to.
Specific internet sites
For the Past
eBay. It’s great for props and the material to make them.
Digital libraries and databases will give you primary sources from the periods themselves. A great place to start looking is this article for a huge variety of sites.
For potential plot pieces
If you’ve got a source, chances are you’ve already looked up its history and the inspiration behind it. If you want even more information, there are multiple academic and fan-made sites for authors and folklore/mythology. Academic sites can have compilations of lists for further investigation. If you can find someone with the same interests who’s made a, you could be set for all you need. For example, Larry Ferlazzo’s ‘A Beginning List Of The Best Folklore and Myth Sites‘.
Wikilivres has out-of-copyright texts that you can download and browse for free.
Snopes is for urban legends dating well back in history, also great for debunking them and explaining how they are inaccurate.
There are multiple ghost watching/stories sites for every country if you’re after a real haunting to base your story around. These sites may also recommend further books and films.