Look some of these up:

Frida Kahlo's diary
Walter Benjamin's Archive
Werner Herzog's diary
Duchamp's Boîte en Valises
Joseph Cornell's scrapbooks
Henry Darger's paintings (in sketchbooks)
Turner's sketchbooks
Karsten Bott
Cornelia Parker
Peter Greenaway's glove collection
Andy Warhol's drawings
Andy Warhol's audio tapes of every conversation he had
Picasso's sketchbook
Marlene Dumas' paintings
Gerhard Richter's Atlas
Charlotte Saloman
Peter Blake's house
Dennis Severs' house