The Library of Congress has posted a helpful webpage listing a variety of digital history resources produced by States, including multi-state collaborations.
Compiled by Christine A. Pruzin, it's well worth bookmarking.
The Archive of Americana is a collection of historical documents including America's Historic Newspapers, American Broadsides and Ephemera, Early American Imprints Series I and Early American Imprints Series II, and American State Papers.