Letters and diaries can be written by the famous or by those without power. Those written by well-known in history often are collected in published collections. If the diary or letters are unpublished, they are often housed in a special collection. In either case, the content of this type of writing often gives a more personal perspective on historical events or life for this person during this time period. However as you analyze this type of source, keep in mind the writer's motivations and biases.
Here are some examples of diaries and letters which are available on the web. Many of the sets listed below are part of the Library of Congress American Memory Project.