Are you looking for just the papers, or also for commentary on them? For the former, surely you can just consult the collected works of the people named. For the latter, it seems likely that the collected works will also have at least some commentary on the work, perhaps with references to additional commentary. You can also try looking up history of mathematics on mathscinet. (The classification is 01.)
For Sophus Lie in particular, try the book "The genesis of the abstract group concept", by Hans Wussing, and the detailed analysis of the history of Lie groups by Thomas Hawkins. (Look on mathscinet for his long list of publications on this topic.)
