To find texts by Joseph Priestley in WorldCat, try an author search using his name: Joseph Priestley
There are several collections of Coleridge's letters in the library. You can find them using this subject search: Coleridge, Samuel Taylor, -- 1772-1834 -- Correspondence.
We also have collections of Southy's letters. You can find them using the subject search: Southey, Robert, -- 1774-1843 -- Correspondance.
You might be able to find other collections of correspondence using the HathiTrust Digital Library and/or the Internet Archive.
The following resources are just a few of the available sources on the communities that you are studying in this project.
To find others, you might search WorldCat as well as a few of the library's databases. Two of the most useful databases that the library has are America: History and Life (a database for American History) and JSTOR (an interdisciplinary database). Both of these can be found on the "Finding Books and Articles" page of this guide.
When doing research on these communities, keep in mind that you will find different resources depending on the search terms that you use. So remember to try synonyms, alternative spellings, and terms that relate to the place but that are not the place name itself.
For instance, when searching for information on the French Azilum, you might try using terms such as "French Azilum," "French Asylum," and "Asylum, Pennsylvania." You could aso use terms such as "French" AND "refugee" AND "Pennsylvania."