Nearly all libraries have the capability to search this database. But even after you've checked all these places, you can't be sure you've covered everything. Many archives and manuscript repositories do not have their collections listed online. In that case, the best thing you can do is guess, but you can make it an educated guess. Here are a few suggestions.
Every state has a state archives which holds the official records of the state government.
These include not only legislative records, but often things like census records, birth and death certificates, immigration records, and records of military service. Almost every college or university has an archives which contains yearbooks, university histories, papers of faculty members and university presidents, and, though they may be protected by privacy laws, student records. These often contain histories of the state and manuscript collections of prominent people from the state. Public libraries often contain rare book and manuscript collections with information about local history and residents. These can be the best places to begin.