Harvard University's Houghton Library has volumes of Siebert's primary records, which he used to write and update his work on the Underground Railroad. There is alot of information in those files - including correspondence with aging URR agents and abolitionists and their children, newpspaper clippings, and other documents, including some interviews (he interviewed Harriet Tubman, for instance, in Cambridge, MA in August of 1897.) He continued to collect and record material well after he finished his major volume on the URR.
The records at the Houghton Library are sorted by state, so your material will be fairly easy to find if you go there.

Best of luck researching!
Kate