For example, photos of indigenous people may not be able to be viewed by their own groups. Corporate archives may not allow you access. Commercial information could help their competitors. Documents which have been the subject of court cases , such as libel cases, may not be viewed by the public by order of a court. The items may be too fragile to handle.
Some archives also expect researchers to wear gloves for the same reason.
State libraries have guides and classes on how to research your family's history or genealogy. Your local public library will have books on genealogy and many Web sites are devoted to this area of research. Do as much index searching as you can on the Web. It will save you time. You may not even need to visit an archive.