ho.history overview - A place to find original papers

I would also advise (especially if they were published in french journals, such as the articles by Elie Cartan, Frechet, Henri Cartan)

GALLICA

and

NUMDAM

You can often download whole articles, depending on date and copyright.

Here you have an obituary for Sophus Lie in the Weekly Accounts of the French Science Academy in 1899 (CRAS 1899, p525).

3 important original articles from Sophus Lie, probably on GDZ for the first 2.

Sophus Lie, Über Complexe, insbesondere Linien- und Kugel-Complexe, mit Anwendung
auf die Theorie partieller Differentialgleichungen; Mathematische Annalen Vol 5, pp145-
256 (1872)

Sophus Lie, Untersuchungen über Transformationsgruppen. II; Archiv for Mathematik
og Naturvidenskab vol 10, pp353-413 (Kristiania 1886)

Sophus Lie, unter Mitwirkung von Friedrich Engel, Theorie der Transformationsgruppen III, 1895. Printed as a book I think. I have it as chapters in the Chelsea reprint.