I'm currently enjoying a book, The Sun and the Moon, which deals with New York City in the 1830s. Ostensibly it's about the "Moon Hoax" started by the Sun in 1835, but it actually describes much more than that. The stories of the cutthroat newspaper business, the squalor of city life and the rise of P.T. Barnum and other "humbugs" are quite fascinating. The book is what historians would call a "popular" account but it's well-researched.
Also, if you go to Google Book Search you can download many of the primary sources listed in the bibliography.
Also, if you go to Google Book Search you can download many of the primary sources listed in the bibliography.