"In 1980, I joined the staff of the Leiden Archives," writes Jeremy Bangs, "as a historian specialized in the cultural history of Leiden before 1575. The Chief Archivist asked what I knew about the Pilgrims, to which I replied, 'Nothing.' 'Oh, well,' was the response, 'we have American tourists and you can deal with them, because your English is better than ours. But,' he said, 'don’t waste your time on any research about the Pilgrims – that’s all been done already.'"
And so it begins!
Have a look at Bangs's extensive piece over at Sail 1620 that details all sources Pilgrim related. Bangs covers the primary and secondary source material. He follows the literature up to the present, and then concludes by asking "Where do we go next?"