Here is a site on Julia Lee. Triangle music (mailorder) has a 5-CD set of her stuff but it costs about $115 (yikes!), so I'm saving up for it.
And here's one on Ida Cox
(It might be easier just to go to Sonicnet.com & then you could put in various artists & see what they have.)
Reissues of Alberta Hunter are not too difficult to find - even the library in little ol' Ames, Iowa has a couple, so check your library or your local state university library.
I recently found a 2-set CD collection at the local Barnes & Noble called "Men Are Like Street Cars...Women Blues Singers 1928-1969" - about $30, but it has 46 tracks & a nice little booklet with it.
I haven't seen a lot of sheet music around - if someone else can clue us both in as to where to find some, that would be great. Otherwise, it's kind of a matter of listening & picking up what you can - which, of course, is easier for vocalists than for instrumentalists, unless you're one of those lucky play-it-by-ear savants!
[Some of the blues series, like the Blues Masters one, have re-issues of the classics, and the Masters one has a fair variety, but it's only 1 CD. Others can be found from time to time in the blues bins, but often they're kind of limited (to the really famous singers). The Street Car set is nice because a wide variety of singers is represented.]