Databases of Primary Sources (Full Texts):
ECCO (Eighteenth-Century Collections Online)
EEBO (Early English Books Online)
Literature Online (LiON)
C19: The Nineteenth Century Index. A fully searchable database of more than 350,000 works of English and American poetry, prose, fiction, and drama.
For print, microfilm, or digital editions of early modern texts, also try subject headings in Roger, such as:
Supernatural—Early Works to 1800
Occultism—Early Works to 1800