Historians frequently use historical newspapers as primary sources in their research. Newspapers give first-hand accounts of historical events and often provide a unique glimpse into the biases, opinions, and culture of a time period. Historical newspapers can be invaluable in providing a local interpretation of a national event, or in recounting the smaller stories that make up the historical record. They can provide editorials (opinions), news articles, community calendars, and even advertising.
Accessing historical newspapers for research is becoming easier all the time, but be aware that many historical newspapers, particularly smaller, local ones, are available only either in their original form (print) or in microfilm or microfiche. These are generally found at local libraries, genealogical societies, courthouses, etc. Larger historical newspapers of broader interest may be available at college and large public libraries; still more historically important newspapers may have been digitized. The quality of digitized newspaper holdings varies greatly, and depends quite a bit on the type of software the digitizing body used to create their files.
The more important and more popular a newspaper was, the more likely you are to find it in digitized form. For these important newspapers, the Chronicling America project, operated by the Library of Congress, is a great place to start. If you are wondering about the status of your local paper, call the public library; they can often tell you where your local paper's records are housed.