It varies. I'm a long way from major libraries, so I try and do whatever I can online. For Mississippi, try the state universities first-Mississippi has a lot of stuff in various repositories.

misscivilwar.org

cyndislist.com has numerous links

rootsweb.com has others

dlis.dos.state.fl.us/barm/fsa/civilwar.htm

These may give you a start. Try a search, using whatever parameters you want. You can do a lot without ever leaving home. Your nearest library can also borrow microfilms/microfiche and books in interlibrary loan.