I may have put up links to this part of the National Library of Wales’ website, but I ought to introduce it to you properly: The Digital Mirror (Y Drych Digidol) is a wonderful resource for those interested in the history of Wales, and new items are added regularly.
There are many high-quality scanned documents and images, often with commentaries and background information. Some are in Welsh, some in English – not to mention a handful in Latin and middle Cornish. (In a perfect world there would, of course, also be transcripts of all the items, but you can’t have everything…)
Of particular interest to early modernists (links to the pages with English-language commentary):
Archival records and manuscripts
Witchcraft in seventeenth-century Flintshire (court records, English-language source)
Lampeter vestry book, 1777-1803 (English)
Autobiography of an eighteenth-century smuggler (English). I have put up extracts from this, with comments, at EMR.
Early tourists in Wales (English), accounts by two late eighteenth-century English travellers in Wales.
History of the Gwydir family (English)
Payments to a servant maid (Cymraeg/English)
Morgan Llwyd’s Dialogue between a child and an old man (Cymraeg)
Printed materials
The case of Dr Bowles (English), the campaign in the early eighteenth century to remove a monoglot English-speaking clergyman from a Welsh-speaking parish.
Monsterous fish (English), the alleged sighting of a mermaid in Carmarthenshire, 1603.
Yny lhyvyr hwnn (Cymraeg), ‘In this book…’, the first printed book in Welsh (1546).
The 1588 Welsh Bible (Cymraeg), the first full translation in Welsh of both Testaments, regarded as one of the most important books ever printed for the survival of the Welsh language.
Images/maps
The Principality of Wales exactly described… (1718, English), Thomas Taylor’s county maps of Wales, apparently the first atlas relating entirely to Wales
Journey to Snowdon, from Thomas Pennant’s Tour in Wales (1778-83)
You might also be interested in the Gathering the Jewels project, a magnificent resource for many areas of Welsh history. Maybe I’ll come back to that another time.
Early Modern Notes 
I heard something once about Welsh being spoken in dark age Scotland but hadn’t heard about Cornish in Wales. Is there a website about the way the languages spread?
Sorry to mislead: these are texts from Cornwall that have ended up (somehow; haven’t looked at the pages) in Wales. I didn’t mention that the site also includes NLW’s precious Chaucer manuscript…
It’s probably not quite right to say that Welsh was spoken in early medieval Scotland; rather that, before the invading Anglo-Saxons (boo hiss, obviously) got far enough west to separate them, the people of what are now Wales and Scotland (along with much of north-west England) were all part of one kingdom and spoke a common language that was a forerunner/early form of Welsh. I think. I ought to have something about that somewhere…
That sounds more like it. There was a Celtic language in Northumbria as well I think. I wish I did linguistic history.