A good place to start is with the Northwestern University Subject Librarians and the Research Guides for specific departments and areas of study.
To see a list of the digital primary source databases available through NU Libraries, go to the A-Z Databases page and limit the database type to "Digitized Primary Sources." Then filter by your subject of interest in the top left drop-down box.
Some examples:
Gale Archives of Sexuality and Gender
Gale Archives of Political Extremism and Radicalism
The Sixties: Primary Documents and Personal Narratives 1960–1974 from Alexander Street
Daily Northwestern archive: access via NUsearch with netID; if outside Northwestern, sign up for an Our Northwestern account
Siege and Commune of Paris (available via Archive-it.org)
Audio + Video repository houses the Libraries' archival and course reserve AV material, including the Wildcats Football Films and other digitized videos from Northwestern's history.
Digital Collections contains the Libraries' digital image collections of primary sources from our distinctive collections. A Northwestern NetID may be required to access some material.
Northwestern University Web Archive: documents and preserves Northwestern websites of unique and enduring value.
HathiTrust is a collaborative repository containing digitized items within the public domain. Find Northwestern's Alumni Publication from 1903-1987 here.