The VMI Archives contains a wealth of primary source collections, many of which are available online via the Archives website. The department is located on the 4th floor of Preston Library and is open between 8:00 and 4:30, Monday-Friday.
Washington & Lee's Leyburn Library also houses rare books, manuscripts, specialized local history and University history materials in their Special Collections.
And the Marshall Foundation has over 300 collections ranging from a single folder such as a diary kept by a prisoner-of-war during the Battle of the Bulge to multi-folder divisional histories and newsletters.
Here are some additional sources for digitized primary source material. You can often find more like these by typing your keyword or topic and "manuscripts" or "archives." Ask a librarian for help.