Annual Register
Very useful for contemporary documents and news reports. Covers 1758-1837, includes an index for 1758-1819. HathiTrust.
Annual register, or, A view of the history and politics of the year...
https://catalog.hathitrust.org/Record/008903231
Also:
The New Annual Register, , or General repository of history, politics, and literature, for the year ...
https://catalog.hathitrust.org/Record/008698668
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