Autobiographies/memoirs: use ADVANCED SEARCH, insert the historical figure's name as an AUTHOR and then in a separate field as SUBJECT. Eg. You want to look at Simone de Beauvoir's memoirs: "beauvoir" as AUTHOR and "beauvoir" as SUBJECT
Correspondence: use ADVANCED SEARCH, insert the historical figure's name as an AUTHOR and then in a separate field as SUBJECT. Insert "correspondence" as SUBJECT in another field.
Films: Can search either by title of the film in TITLE field, director/actor in AUTHOR, or by film genre (documentary film or feature film) in WORD field. Using ADVANCED SEARCH gives you option of limiting to fim/video.
Historical newspapers and periodicals. Most but not all are listed in the WU Catalog. Use the JOURNAL TITLE field. Also, search in the newspaper and periodical database noted above.
Writings/Reports by Historical Figures: Search figure as AUTHOR.