Digitization of archival materials has become extremely popular in the Internet data storage era. Nowadays on-line archives contain large-scale digital resources and provide access to data from almost anywhere without visiting the archives in person. On-line archival records are a unique source of information as they preserve historic, often landmark, materials (newspaper, magazines, photographs, letters, reports, audiovisual recordings, etc.) and make them available for use via the Internet. The authors argue that Internet archival records can be effectively used in the research on retrospective and diachronic studies in discourse analysis. On-line digital collections contain original sources and relevant artifacts from federal, state and local institutions with physical archives of different countries. The authors focus on a) the types of on-line digital collections, b) the methods used to study archival materials c) the finding aids that help in identifying relevant documents and records characteristics that convey important clues to identify them, d) the benefits of using Internet archival collections to better understand the time-sensitive nature of discourse. The authors exemplify the key points discussed in the paper with the results of their recent research on World War II period. The paper is of interest to a wide range of experts in linguistics, history, sociology, political linguistics, political science. As digital content is often full-text searchable and quite easy to work with, it can be also used in teaching and studying linguistic disciplines (historical linguistics, corpus linguistics, discourse analysis, forensic language expertise, etc.).