WHERE TO BEGIN
The Lantern website is the best primary-source research starting point for pre-cinema, early cinema, and Hollywood 'golden age' research.
CUNY's The Panorama Effect has some great panoramic sources!
The International Panorama Council, of which I'm a member, maintains some excellent online resources and links.
The Evanion Collection at the British Library has all manner of early show-ephemera, including lanterns, panoramas, magic, and much else!
The Bill Douglas Cinema Museum is another rich starting point.
AMPAS's Margaret Herrick Library has some good online resources on early film.
Sue Truman's Crankie Factory is the best starting place for the Crankie/Moving Panorama revival.