Read all that you can lay your hands on about your subject. Knowing what has already been said about your topic is one of the first professional obligations you should be willing to shoulder.
Take a trip to the library to rifle through old newspaper records available on microfilm. A great deal of information out there hasn't yet been made available on the Internet, particularly from early on in the twentieth century and before.
Make friends with your local research librarian. These individuals are often extremely knowledgeable and willing to converse at length on unusual or obscure topics.
Contact local museums and historical societies to see what other out of the way resources might suggest themselves. Joining these associations makes you a part of the community that might open doors to you that would otherwise remained closed.
Expect a lot of your time devoted to research to your nonfiction book that might have to be revised or rethought. Because so much information is subjective, a lot of the research you gather for your nonfiction book needs to be carefully contextualized.