Primary sources are the raw material for historical research. They are the documents, photographs and other records that were made during the time period that you are researching.
National Archives (NARA) - US internal records from all branches of the federal government, including the Military, State Dept., etc. (TIP: Limit to "Archival Materials Online")
GovInfo - US government publications; includes many thousands of documents related to WWII; especially good if you are looking for what the US Congress did during the war.
Europeana - General European database of archival documents and images, containing over 50 million items. (Many are in non-English languages.) This is a good database for seeing how the war intersected with peoples' lives in Europe.
Digital Public Library of America (dp.la) - General database of mostly images, but some documents and oral histories, from libraries and museums across America; includes over 46 million items. This is a good database for seeing how the war intersected with peoples' lives in the US.
Visual History Archives (Shoah Foundation) - The Shoah Foundation's Visual History Archives include over 50,000 video testimonies relating to genocides, with the majority on the Holocaust.