Most links are to free on-line resources; however, some require subscriptions (e.g., Ancestry.com, NEHGS). Let us know of any reference works which you think we should add to this collection.

Milford

History of Milford, Connecticut, 1639-1939, compiled and written by the Federal Writers' Project (1939) (Internet Archive, Ancestry.com), (also published with a 1939-1989 supplement by the Milford 350th Anniversary Committee).

Historical sketches of the town of Milford, compiled and edited by George Hare Ford, (New Haven: 1914) (Internet Archive, Google books)

Peter Prudden, a story of his life ... ,by Lillian E. Prudden (New Haven: 1901) (Internet Archive, PDF, 22 MB)

Inscriptions on tombstones in Milford, Conn., ..., transcribed and annotated by Nathan G. Pond (New Haven: 1889) (Internet Archive, Google books)

The story of the memorial in honor of the founders of the town of Milford ..., by Nathan G. Pond (1889), (Internet Archive, Ancestry.com)

New Haven Colony

History of the colony of New Haven ..., by Edward. R. Lambert (New Haven: 1838) (Internet Archive)

History of the colony of New Haven ..., by Edward E. Atwater (New Haven: 1881) (Quinnipiac University, PDF & full text, by chapters, also incorporated in the following book by Robert A. Smith et al., 1902))

History of the colony of New Haven ..., by E. E. Atwater, with supplementary history ... by Robert A. Smith et al. (Meriden, CT: 1902) (Internet Archive)

Records of the colony and plantation of New Haven, from 1638 to 1649, by Charles J. Hoadly (Hartford: 1857) (Internet Archive)

Records of the Colony or Jurisdiction of New Haven, from May 1653 to the union, by Charles J. Hoadly (Hartford: 1858) (Internet Archive)

Puritans in Search of a New Haven: 1630-1668, by Andy Miller (2004) (link now bad)

Other Connecticut towns

The history of Guilford, Conn., ..., by Ralph D. Smith (Albany, NY: 1877) (Internet Archive)

A history of the old town of Stratford and the city of Bridgeport, Conn., by Samuel. Orcutt, (New Haven: 1886), (Internet Archive: part 1, part 2).
. (Contains incorrect info on Roger in part 2—under Skeel it has Roger as from Stratford.)

The history of Fairfield, ..., Conn. ..., by Elizabeth Hubbell Schenck (New York: 1889), vol. 1 (Internet Archive)

Ancient burying-grounds of ... Waterbury, Conn. ..., by Katharine A. Prichard (New Haven: 1917) (Internet Archive)

Annals of Brookfield, Fairfield Co., Conn., by Emily C. Hawley (Brookfield, CT: 1929) (Ancestry.com)

New York (mainly Long Island)

The Documentary History of the State of New York (vols. 1-4), and
Documents Relative to the Colonial History of the State of New York (vols. 1-15)

History of Essex and Hudson Counties, NJ, compiled by William H. Shaw (Philadelphia: 1884), (Internet Archive: Vol. 1, Vol. 2)

The Early Daytons and Descendants of Henry, Jr., by Donald Lines Jacobus and Arthur Bliss Dayton (New Haven CT: New Haven Colony Historical Society, 1959). (Ancestry.com)

History of Easthampton ..., by Payson W. Lyman, (Northampton, MA: Trumbull & Co., 1866). (Internet Archive, Ancestry.com)

Records of the Town of East-Hampton ..., Vol. I (1639 to 1679-80), transcribed by town committee (Sag Harbor: John F. Hunt, Printer, 1887). (Ancestry.com)

Records of the Town of East-Hampton ..., Vol. II (1679-80 to 1701-2), transcribed by town committee (Sag Harbor: John F. Hunt, Printer, 1887). (Ancestry.com)

Records of the Town of Brookhaven, Book A, 1657-1679 and 1790-1798 Including the Dongan Patent, 1686, Published by order of The Trustees of the Freeholders and Commonality of the Town by Walter I. Jones, Town Clerk and Ira G. Rogers, Trustee Committee. Transcription copy by William J. Weeks, Archibald C. Weeks, Reginald C. Weeks and Osborn Shaw. Compared with the original and revised by Osborn Shaw. New York, The Derrydale Press,1930. (Ancestry.com)

Records of the Town of Brookhaven, Book B, 1679-1756. Published by order of The Trustees of the Freeholders and Commonalty of the Town by John E. Glover, Town Clerk and Ira G. Rogers, Trustee Committee. Transcription copy by Harry D. Sleight and Osborn Shaw. Compared with the original and revised by Osborn Shaw. New York, The Derrydale Press,1932. (Ancestry.com)

Calendar of Council minutes 1668-1783, Issue 6, by New York (Colony), Berthold Fernoe (Albany: 1902). (Internet Archive)

New Jersey

Documents Relating to the Colonial History of the State of New Jersey, also known as the Archives of the State of New Jersey, First Series, published by the New Jersey Historical Society from 1881 to 1942 (available online from Internet Archive);
Volume: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, index to vols. 1-10,
11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37
After volume 10 there were five running subseries:
. 1) Extracts from American Newspapers, relating to New Jersey
. 2) Journal of the Governor and Council
. 3) Calendar of Records in the Office of the Secretary of State
. 4) Marriage Records, 1665-1800
. 5) Calendar of New Jersey Wills, Administrations, Etc.
For a break-out by subseries and for publication details, click here.

England

Tyrells of Heron, by P. G. Laurie, (PDF, 2.6 MB)

Topographical Dictionaries

England, by Samuel Lewis, 4th ed., 1840, 4 vols.: (Google books: Vol. 1, Vol. 2 (Dacre), Vol. 3 (Laceby), Vol. 4)

Great Britain and Ireland, by John Gorton, 1833, 3 vols.: (Google books: Vol. 1, Vol. 2 (Faccambe), Vol. 3 (Naas))

United Kingdom, by Benjamin Pitts Capper, 1813, (Google books)

London, by James Elmes, 4th ed., 1831 (Google books)

Wales, by Samuel Lewis, 1845, 2 vols.: (Google books: Vol. 1, Vol. 2 (Llanedarn))

Scotland, by David Webster, 1819 (Google books)

Ireland, by Samuel Lewis, 1837, 2 vols. (Library Ireland)

Indexes to wills proved in the Prerogative Court of Canterbury

1383-1558, comp. by J. Challenor C. Smith, (London: 1893) (Internet Archive: vol. 1, A-J, and vol. 2, K-Z)

1558-1583, vol. 3, comp. by S. A. Smith, M.D., and ed. by Leland L. Duncan, F.S.A (London: 1898) (Internet Archive)

1584-1604, vol. 4, comp. by S. A. Smith, M.D., and ed. by Edward Alexander Fry (London: 1901). (Internet Archive)

1605-1619, vol. 5, comp. by E. Stokes (London: 1912) (Internet Archive)

1620-1629, vol. 6, ed. by R. H. Ernest Hill (London: 1912) (Internet Archive)

(The years 1630-1653 were covered by the Year Books of Probate, edited by John and Geo. F. Matthews, 1902-26)

1630-1634, vol. 1 (London: 1902) (Internet Archive)

1645-1649, vol. 4 (London: 1906) (Internet Archive)

1652-1653, vol. 6 (London: 1911) (Internet Archive)

Extra vol.: Sentences and Complete Index Nominum (Probates and Sentences) for the Years 1630-1639 (London: 1907) Internet Archive