Primary sources are contemporary accounts of an event, written by someone who experienced or witnessed the event in question. These original documents (i.e., they are not about another document or account) are often diaries, letters, memoirs, journals, speeches, manuscripts, interviews and other such unpublished works.
They may also include published pieces such as newspaper or magazine articles (as long as they are written soon after the fact and not as historical accounts), photographs, audio or video recordings, research reports in the natural or social sciences, or original literary or theatrical works.
Definition from University of California Santa Cruz, University Library "Distinguish between Primary and Secondary Sources, " Accessed November 17, 2011. http://library.ucsc.edu/help/howto/distinguish-between-primary-and-secondary-sources
Page from Diary of a European Tour, May-July 1914 by anonymous. Taken from the database North American Women's Letters and Diaries. Alexandria, VA: Alexander Street Press, 2002.