The following digital collections and other resources can be helpful in researching the New Deal itself, as well as any of the agencies or programs that began as part of the New Deal.
Expanding your research beyond the Library of Congress, there are many sites that provide additional sources for research on the New Deal and the programs/agencies that were created as part of President Roosevelt's policies. This page also lists a few items related to study of the Great Depression as well as an understanding of the forces in place when Roosevelt became president.