Document every aspect of a source that you can, although some components may not be available:
Be consistent!
Citing your sources is critically important both for you the researchers to keep track of the information you have gathered, and for researchers who want to build on your work.
Sample citations in Chicago style:
Book (single author)
Douglas Gomery, Shared Pleasures: A History of Movie Presentation in the United States (Madison: University of Wisconsin Press, 1992).
Book chapter
Anne Morey, "Early Film Exhibition in Wilmington, North Carolina," in Hollywood in the Neighborhood: Historical Case Studies of Local Moviegoing, ed. Kathryn H. Fuller-Seeley (Berkeley: University of California Press, 2008), 53-74.
City directory
Polk's Eugene City and Lane County Directory (Portland, Ore.: R.L. Polk, 1907).
Encyclopedia (online)
R. Gregory Nokes, "Black Exclusion Laws in Oregon," Oregon Encyclopedia, http://oregonencyclopedia.org/ (accessed June 17, 2016).
Journal Article (single author)
Robert C. Allen, "Motion Picture Exhibition in Manhattan 1906-1912: Beyond the Nickelodeon," Cinema Journal 18.2 (1979): 2-15.
Journal Article (no author)
"Fight on Sunday Shows Started in Eugene, Ore.," Exhibitors Herald and Motography, October 5, 1918, p. 47.
Newspaper advertisement
Bell Theatre, advertisement, Eugene Daily Guard, November 2, 1909, p. 8.
Newspaper article (with author):
Marvin Tims, "Springfield Relives Joys of Early Days," Eugene Register-Guard, June 3, 1985, section B, p. 1-2.
Newspaper article (no author):
"Bijou Theatre Quits Business," Eugene Daily Guard, January 23, 1905: 4.
Sanborn Maps
"Eugene [Lane County] Sept 1912," Digital Sanborn Maps, 1867-1970 (Proquest, LLC, 2016).