The University of California at Santa Barbara has a good site called The Writings of Henry David Thoreau, about which they say:
Our site offers a number of resources for research. If you are collecting information for a school assignment, we recommend that you begin with the various pages in the About Thoreau section of this site, especially Frequently Asked Questions (Thoreau FAQ), The Life and Times of Henry D. Thoreau, and Reflections on Walden. Information at Further Reading, and Other Useful Sites may also be helpful. We also suggest The Thoreau Reader and The American Transcendentalism Web.
If you are looking for the source of a quotation, try Find a Quotation, a searchable database containing a number of selections from Thoreau’s writings. Other resources for quotations are the electronic versions of Thoreau’s writings at the Thoreau’s Life & Writings page of the Thoreau Institute Web-site, and Bartlett’s Familiar Quotations. Using Google to search for parts of the quotation can also be successful, especially if you enter as a search term part of the quotation containing unusual words or characteristic phrasing, and surround the phrase with quotation marks (for example, “three for society”). You may have to try several versions of the phrase. A good print source for quotations is “Simplify, Simplify” and Other Quotations from Henry David Thoreau, edited by Kevin Van Anglen (New York: Columbia University Press, 1996).
They have some transcripts of Thoreau’s manuscripts, about which they say:
From October 1837 to November 1861, Thoreau kept a handwritten Journal that began as a conventional record of ideas, grew into a writer’s notebook, and eventually became the principal imaginative work of his career. The source of much of his published writing, the Journal is also a record of both his interior life and his monumental studies of the natural history of his native Concord, Massachusetts.
Thoreau’s Journal ultimately filled forty-seven manuscript volumes; the Thoreau Edition is producing a new edition of these documents published by Princeton University Press that will be complete in sixteen printed volumes. Eight volumes have appeared; they include manuscript volumes dated from October 22, 1837, through September 3, 1854.
THE JOURNAL MANUSCRIPTS
Images of the sixteen manuscript volumes Thoreau kept from September 3, 1854, through his last entry on November 3, 1861, are presented here, by the courtesy of the Morgan Library & Museum, owner of the original manuscripts.