Archives are also kept by government agencies of documents they created in carrying out their duties. After a time, many are made available in databases. Many libraries or museums have digitized their archival collections, and have made them publicly accessible on their sites or elsewhere. The Internet Archive has served as a place for lots of libraries, museums, colleges or other institutions to share their digitized collections.
If you are interested in seeing which libraries or institution hold a collection related to a figure you are researching, you can check Archivegrid, an OCLC project that indexes the contents of various archives worldwide.