WorldCat is a catalogue of materials found in libraries all over the world. You can search for a subject or person and then restrict your search to online archival material. Here is how:
This can be a little spotty. WorldCat sometimes uses the term "archival" pretty loosely, but browse a bit and you may find some interesting and useful material with links below the description. For example, here's an excerpt about Cab Calloway from an interview with Mona Hinton, wife of the bassist Milt Hinton, from an archive at Hamilton College.