Special collections libraries or sections of libraries are the academic equivalent of black holes. They suck in anything that crosses their event horizon. From time to time, I have written about these institutions but I do not see any particular movement among genealogical researchers to utilize these vast collections. You just might want to search the catalogs of the special collections libraries in the areas where your ancestors lived and for a considerable distance around where they lived. Special collections libraries (or parts of libraries) may contain almost anything; books, documents, letters, Bibles, manuscripts, papers of all kinds and classifications. The amount of information you can find may be overwhelming.
Just to give an example I have used before. I found over six feet of documents about my Great-grandfather in the Cline Library at Northern Arizona University in Flagstaff, Arizona. But what was interesting about these documents is that they included biographies, letters, journals, diaries and other such items from dozens of other individuals and families that lived in the same area as my ancestor. These documents were not digitized or indexed and to do the research, you would have to read through the entire stack.
This brings up an important issue about genealogical or historical research. There is no free lunch. Genealogical research ultimately becomes research that must be done page by page, entry by entry. Indexes and finding aids are helpful, but not the ultimate answer to finding all the information contained in the records. It is basic procedure that even when you have an index available, the only way to be sure that the indexed document does not contain information about your ancestor is to search it page by page or entry by entry yourself. Even then, you may find yourself going back to the same document multiple times and finding more information you missed the first times you searched.
Special collections libraries are extreme toy valuable resources for this kind of detailed information. There is often no substitute for sitting down with the special collections librarians and asking about the kinds of documents and resources that might be helpful in your research.