Sometimes history can be found in the most unexpected places: old booklets and promotional pamplets, for example. For instance, from this booklet I learned how my character was likely to go during her commute to work each day, and I got to see pictures of the grounds -- the photographs being much more impressive than the descriptions I had read so far. I was also able to compare the pictures to some old zoning maps I found online and Google's street view of what is left of the complex now, and create a pretty detailed map of my own that shows where everything is.
Old photographs and postcards can also contain some great history lessons. I've been searching for old images of Chicago, the Sears Complex, and other locations, and it's amazing what you can find via eBay and Google. I'm finding that many library and museum websites have collections of old photographs that they have scanned and made available online (you can usually order prints for a small fee).
In what unexpected places have you found lessons in history?