I get them online but it comes with a price. I've been researching my family history and every year around thanksgiving the service that I have used sends me an email with a discounted rate for three months. I usually take them up on the deal and use it for both family and RR research. This year I was able to find a number of newspaper items on AZ NG lines. I also try to pull census data for various towns along the lines. It is an interesting glimpse at the people that made up the small towns and the businesses. One thing that is disappointing is that most of the 1890 census data was involved in a fire. That would have been real useful for some locations. Some of the census pages could be categorized as art given the incredible penmanship of certain census takers. I enjoy looking through these old documents.
The other thing that I have been looking through is the available tax records (such as some of the Silverton lines). In AZ I also found some corporation commission records which listed the equipment and value for lines such as the NG Morenci Southern. Fun stuff.
Dave