Primary sources in philosophy are most frequently the works of the philosopher him/herself, though letters, lectures, and contemporary criticism may also be useful primary materials depending on your exact interest.
There is an increasing amount of digitized primary source material available in library databases and on the web from libraries, museums, educational institutions, and more. Explore these resources to find texts, images, and much more on this topic.
Primary sources--such as original documents, letters, diaries, interviews, works of art, and oral histories, can often be found collected in print volumes. Tisch Library has a wide array of print primary sources in its collection. Below is a sample of some of the resources that you can find but remember, this is only a sample, so use JumboSearch to find more or Ask a Librarian for help!