This paper discusses some of the historical materials available to anthropologists interested in research on the Indians of the Eastern Subarctic. Until very recently, several important archival resources were either unknown or ignored by scholars, and therefore many ethnohistorical issues have remained unresolved. In some cases, field data have been extended back in time to fill gaps. But when historical materials are later uncovered, they sometimes refute field-derived historical assumptions. This paper, then, stresses the importance of archival research and illustrates its value with reference to several problem areas in Subarctic ethnology. Of special significance are the Hudson's Bay Company Archives in Winnipeg.