All over the world there are fantastic treasure troves of old documents, photos, and items. Libraries collect or are donated items from wars, historic events, or even just ordinary people sometimes. The cool thing is sometimes your ancestors can be mentioned in these things.
Most (at least major) academic libraries have special collections somewhere in the mystical depths of their building. And lots of public libraries have them too, albeit probably on a smaller scale, depending on the library.
You can use the library catalogs to search for your ancestors’ names or for types of records or localities. Many special collections also have finding aids that you can use to find documents or items. There is a difference between searching the catalog and using finding aids. Basically, they have different information that is being searched and the finding aid will give you more detailed information on the item’s location.
Most special collections will only allow you to look at the items in a reading room so definitely bring in a pencil and paper or your laptop to take notes. You may even be able to make a copy of a page that you want, for a fee.
So what kind of stuff can you find in special collections? Letters, books, military certificates, newspaper articles. There’s a lot of stuff. A lot of random stuff too. You can use these resources to find relationships, dates of moving or military service, or cool stuff about your ancestor that you didn’t know about and which can help flesh them out as a person.