A while ago, I started to document a couple of research projects on video game history on the blog. Many comments have been made that helped further my efforts, but due to the nature of blogs the original posts are long buried deep inside. So I've decided to compile them into one on-site feature, incorporating all the additional information that's come up since. This might or might not be expanded upon with further entries in the future. At the bottom of this first page, you can also find a list of useful links I've collected so far.

Are unreleased and unfinished works not important? Jodorowski's adaption of Dune suggests otherwise.
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While for the most part this is a compilation of old posts, I figured I might also give a brief tutorial on facts research for aspiring video game historians. The list isn't exhaustive of all possible and viable methods, and some are dependent on having a lot of time to sacrifice, but it's a place to get started when you want to learn more about the story of any game's creation.
First of all, you'll want to know who actually made your game of interest. Company info can be found on general databases like GameFAQs and Moby Games, and they even list the staff credits for many games. But for the very old stuff, especially on consoles, the task remains non-trivial. In the beginnings, many American companies wouldn't allow creator credits at all, while Japan maintained a culture of pseudonyms for most of the 1980s. Sometimes names are known through interviews, and the Japanese Wikipedia is often helpful with proper writings of names. Even if Japanese reading is not an option, translation tools can help you a long way to at least figure out the sources that you'd want a proper translator's help with.
The next step is to find everything the developers ever said about the game. Starting with the director and producer, hit Google for "developer name"+"game title"+interview. If that doesn't bring the desired results, or you still want to learn more, go down the ladder of known staff members. Especially composers often have their own fandoms who would interview them specifically.
Sometimes it can be very fruitful to search official company home pages. Between all that other PR stuff, sometimes companies would stage interviews with the original designers, the most common occasion are releases of remakes or compilations. Nintendo's "Iwata Asks" column is only a famous example of many (the highlight being a talk with original Game&Watch-engineers). Once again basic to intermediate knowledge of Japanese is very much recommended for Japan-based companies. Unfortunately, publishers often just throw away precious content as it gets dated in their eyes. The Wayback Machine, an institution that crawls and archives past states of websites since 1996, becomes your most powerful tool in such cases. Often the ruins of pages are in a less-than-sound condition, with most download links and many images gone for good, but it's still an incredible host of past information, as demonstrated in the past.

"Seventy percent of all archaeology is done in the library."
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You may also try and get a new interview yourself. Many industry veterans keep web presences, be it at Facebook, an industry job register or their own personal home page. At this point it helps enormously to write for any kind of publication/website, the more well-known the better, as not everyone will want to bother answering in detail to any questions some dude writes them emails about. Going the publisher route is mostly useless unless you're part of the commercialized marketing machinery press or got personal connections, but in those cases this will hardly be news for you, anyway.
Getting Word of God is great and all, but do keep in mind that anything a developer tells is just that: the story of a game as told by the developer. But after a long time someone will inevitably remember some things differently. The human memory is incredibly selective, and confusion can come out of conscious and subconscious attempts to fill the gap. Not to ever accuse anyone, but personal rivalries, old non-disclosure agreements or petty vanity/shame can never be excluded entirely and may further distort facts.
Especially when dealing with hard facts like release dates or sales figures, it might be desirable to consult contemporary sources. Unfortunately, there's not much in that regard. Developers and publishers keep most of their documents to themselves, or in worse cases don't even keep them at all. Sometimes the software itself also can tell its story. There's a whole subculture of people that trade with prototypes, and a number of websites that gather information on them. Game manuals and other documentation, while generally light on background information (although there's the occasional interview to be found) often contain original concept art and staff lists. History books are great to get an overview, although they, too, need to be handled with care in regard to their sources (which usually are also predominantly post-mortem interviews).

One of the oldest print sources: CGW
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The main body of available sources for the pre- and early internet age, however, is made up by old video game magazines. Previews, contemporary developer interviews without the veil of time shoved in between, release lists and not the least advertisements offer a wide range of usable material. Fortunately one doesn't always have to hunt down original copies, as many independent projects work on the archiving of at least certain popular publications. There's a list of links at the bottom of this page. Yet many magazines remain unpreserved, especially local publications outside of the US. Depending on the laws and economics of your country, its national library might have been obligated to register and archive any legal publications made inside its borders. Try and pay their catalog a visit.
Chances are that you'll eventually stumble upon conflicting bits of information. When searching for the release date of the Mega Drive cartridge version of Prince of Persia for example, one notices that all databases and other sources on the web list 1993. Reviews of the game, however, were all centered around March-April 1994, so a release in 1993, while not entirely impossible, seems not very likely. The most important thing in dealing with sources is to keep in mind—and document—what they are. When in doubt about old release dates, most sites will just go by whatever the copyright on the title screen says, which can differ from the actual relase for a number of reasons.
The ideal way of documenting in such cases would be to list all the differing accounts together with the references, but in reality no one will bear with a series retrospective that spends its first two pages on the dispute around its release date, so most of the time one has to weigh the conflicting sources against each other and go with what appears as most reliable. Quantity, however, is never an indicator for reliability. Be especially wary of anything that agrees with Wikipedia. Not to smudge that site, but their standards for fact checking and references are highly inappropriate. Yet worse, whatever falsehood you'll find on Wikipedia is copied dozens and hundreds of times around the whole web. Never use Wikipedia as a source in itself, but check the references and see if they hold up, then use these directly for reference.
The Researcher's Survival Kit: A list of useful links
The Wayback Machine
Magazine Archives:
Retromags Many different magazines published in the US, UK and the rest of the world
OldGameMags Many different magazines
Digital Press Library Vintage magazines and other print documents, with focus on the really old stuff (early 1980s)
Computer Gaming World Museum CGW, Computer Gaming Forum, Softline
Out of Print Archive UK magazines
Kultpower German magazines
Abandonware Magazines French magazines
Sega Force directory Sega Force, Sega Master Force, Sega Force Mega
Classic Computer Magazine Archive General computer magazines with marginal games-related content
ex-YU Računalniške Revije Various magazines from former Yugoslavia
DJ Games Czech, Slovakian and Czechoslovakian magazines
Datacassete Brazilian books, magazines and manuals
World of Spectrum's Magazine archive
Amiga Magazine Rack
CoCoCoding Magazines pertaining to the Tandy Color Computer
QuestBusters A fan newsletter for classic text adventures and RPGs with news, reviews and interviews
Newspaper Archives:
Newspaper Archive Hundreds of newspapers that span 400 years; unfortunately free access is limited to two newspapers a day
New York Times Article Archive Unfortunately articles published from 1923 to 1986 have to be purchased to view (at a ridiculous price point)
Other Documents:
Museum of Computer Adventure Game History Photos of original boxes, manual samples and even storage media
Replacement Docs Repository of game manuals and other supplements
gamepreservation.derboo.de My own small page with scans from various sources
Game Leaflet Collection Flyers for old Japanese games
Arcade Flyers Archive Advertisement for arcade games
Google Books Its potential is held back massively by copyright sillyness, but still more useful than one would think
Developer Talk:
Iwata Asks
SEGA Classics Album (Japanese)
Konami Goemon Library (Japanese)
Jordan Mechner Journals 1985-1993
GDC Vault Most valuable for the Classic Game Postmortem footage
Research Sites:
The Golden Age Arcade Historian A blog dedicted to the history of arcade video games from the bronze and golden ages (1971-1984)
Games That Weren't Research on unreleased games
Lost Levels Research on unreleased games, semi-discontinued
Unseen64 Database for Beta and unreleased games info
GDRI Game Developers Research Institute, research focused on contract developing studios
The Giant List of Classic Game Programmers Basically a huge compendium of really old computer game credits
Columns:
Keeping Old Games Intact by Ben "Yatzhee" Croshaw
Why History Needs Software Piracy by Benj Edwards
Sad But True: We Can't Prove When Super Mario Bros. Came Out by Frank Cifaldi
System-Specific Databases:
8-Bitters PC-8801/SR, MSX, MSX2/2+/R, X68000
Arcade-History
Atari Mania All Atari home systems
Commodore Plus/4 World
CPC Power Amstrad CPC (French)
Ex-YU Racunalnisca Scena Yugoslavian home computers
FM-Towns
FM-Towns (text only)
Generation MSX
GameBase64 Commodore 64
Lemon Commodore 64
Lemon Amiga
Oh! FM-7
PC-6001
PC-8001
PC-8001 MK2/SR
PC-8801
PC-98x1 (text only)
PC-98
Satakore Sega Saturn
SMS Power Sega 8-bit
System-16 Various Arcade Hardware
World of Spectrum ZX Spectrum
X1 (text only)
X68000 (text only)
X68000