If you don't own it yet, you should invest in National History Day's publication, A Guide to Historical Research Through the National History Day Program. As part of NHD's Making History Series, it is a soup-to-nuts guide for historical research. In the book, they divide historical research into 8 steps, from selecting an organizational system to completing an entry. It is a teacher guide that contains background information, text for students, handouts, and transparencies. It is also flexible enough to be helpful for the most seasoned History Day teacher as well as newbies, and for a 6th through 12th grade student body. The book is $39, and can be purchased directly from National History Day at their website: http://www.nhd.org/cart/
Another valuable research guide for students is a little book that changed my life when I was a History major in college. I highly recommend Melvin Page and Richard Marius's A Short Guide to Writing about History. What I love the most is the way that the authors take the complex process of historical research and spell it out in easy to read and understand paragraphs. Here's a sample of what I mean, pulled from the introduction of my ratty old copy: "All historical writing begins as an effort to answer questions about origins, happenings, and consequences. We find a puzzle and try to solve it. When you write a paper for a history course, you must do the same thing - find a problem that stirs your curiosity and try to solve it. If you don't have a problem, you don't have a paper." Although it was written with college students in mind, I believe that most History Day students can benefit from this little tome. You can buy it on Amazon.com for $35.
I also want to recommend two more books, both which are advanced reading but can undoubtedly provide teachers and high-performing high school students with new perspectives on historical analysis. The first is called After the Fact: The Art of Historical Detection by James West Davidson and Mark Hamilton Lytle. Like with the Short Guide, I read on older edition of this book when I was a History major. It provides guidance on conducting historical research by examining a variety of research sources (such as oral histories, photographs, film, church and town records, census data and novels) through real-life historical investigations. In my older edition, the chapters focus on the Salem Witch Trials, Frederick Jackson Turner and the American Frontier, and the mad abolitionist John Brown. I liked that the authors put the skills into historical context, and that I was able to learn how to analyze sources by reading examples of strong analysis. Today, the book is available on Amazon.com with a Primary Source investigation CD-rom for $55.
The second title is one I heard about from Cathy Gorn and Ann Claunch at the National History Day office. It is called Historical Thinking and Other Unnatural Acts: Charting the Future of Teaching the Past, and it was written by Sam Wineburg. Unlike the other books, which were written for historians, Wineburg addresses the teaching of history. In essence, his essays challenge the conventional notion that history is a series of names and dates, and provide educators with tools that will help them teach students to think like historians. I'll admit, I haven't made it all the way through this book yet; Wineburg relies heavily on his cognitive psychology background and it's pretty intense reading. For example, his first chapter explores the concept of "presentism" - the act of viewing the past through the lens of the present. Presentism happens when we, as historians, can not separate our personal views and values from our interpretations of the past. It is a form of bias that can color historical analysis in a negative way. Personally, presentism isn't a concept I would introduce to a 6th grade classroom because it requires a pretty advanced level of abstract thinking to comprehend. But as an educator, I will find this knowledge helpful as I mentor students through the study of history. You can purchase this book from Amazon.com for about $20.
I hope these titles help you and your students navigate the chartered and uncharted territories of historical research. If I can be the machete that helps you cut through the overgrowth of the research jungle, then I feel I am doing my part!

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