The following reference works can help you identify existing primary sources for Romantic music, as well as which research libraries and archives hold those sources. The International Inventory of Musical Sources (RISM) is a comprehensive multi-volume series of print indexes to musical primary sources, and has more recently released searchable databases of its contents in CD-Rom format and online.
Collected Editions, Historical Series and Sets, and Monuments of Music by 
Source-book for Research in Music, Third Edition by 
Cross Index Title Guide to Classical Music by 
Cross Index Title Guide to Opera and Operetta by 