They were a huge primary source for me. Go over pictures with a magnifying glass. Note the details in the background. Look at early newsreel films . There is a big selection at the Eastman House in Rochester, NY, at the Cinematheque in Paris, and at the Library of Congress.
Victorian pornography is a good source for many underground details of common life.
Memoirs published posthumously are a great source. Use period objects Objects and environments give a good sense of the period, but be careful about the idea of the period they give. Things of prosperous adults last better than those of the poor, especially poor children. Small local museums and historical societies preserve ordinary life better than fine arts museums do. Think about how period objects were made and used.