Art Sales Research 

Archives of American Art - The AAA was founded to collect and make accessible documents surrounding works of art such as artist's scrapbooks, letters, and dealer files.  While some private musuems have also collected dealer records (most notably, the Metropolitan Museum of Art, NY),  the AAA, part of the Smithsonian, will list collection-level records.  They also attempt to microfilm and lend via interlibrary loan the records they have.

Worldcat - look up auction firm (especially defunct dealers and houses) to learn where archives are held.

Mei Moses (Beautiful Assets Advisors) - Duke does not subscribe to a premium account

Watson Goupil Stock Books (Getty Research Center)