This particular treasure trove belongs to the British Library and has an excellent search function. It's possible to search by date, location and key word which makes it absolutely perfect for exploring the contemporary context of any UK-based Regency (or Victorian) romance you might be crafting.
For example, let's say your heroine is making her debut in Edinburgh in 1825. What news might have gripped her at the breakfast table? What events might she have attended? What were her role models up to? You can find out by browsing the pages of the Caledonian Mercury.
Containing 49 national and local newspapers, the database has a relatively wide geographical spread (with a relatively large clutch of papers in London). The only downside is that unless you are a member of a subscribing institution (e.g. a higher education institution or some public libraries) most of the papers are subscription based. The cost isn't extortionate: a seven-day pass is £9.99.
For those who prefer not to subscribe it is still possible to dip into two of the newspapers free of charge. Both the Penny Illustrated Paper (weekly from 1861) and The Graphic (1869-1932) are available without subscription. Sadly, the favorite news outlet for the announcement and retraction of ton engagements, the Times, doesn't appear to be included.
The Penny Illustrated alone, however, is well worth a scan. I hugely enjoyed the article on the Court Ball at Tuilieres which appeared on p.74 of the paper on Saturday, January 30, 1869, in the Ladies' Column. My favorite aspect of this was the description of how the guest list for the ball was drawn up by the Grand Chamberlain, acting on information from les agents du Palais. His observations were all jotted down in a great book, which allowed him to sort the desirables from the undesirables. Notes included:
Madame La Comtesse ~~. Name appeared seven years ago. Disappeared from Paris. Why? Went to Italy. What to do? Fast then. Ascertain if too fly-blown to be invited without giving rise to scandal.
Madame W~~, Prussian. Suspicious political relations. To be asked but to be surveilled at the ball.
Madame Louise C~~. Wrote libellous (sic) account of a bal masque, to which Her Majesty invited her last year, for the Turin Papers. Rigorously excluded.
The same article also has an excellent description of fashions at the ball:
In the time of our mothers and grandmothers, flowers, jewels and costly laces were so disposed, that the wearer could have the pleasure of glancing at them whenever she flitted by a mirror. But now the chic, or the chien, as a certain ambassador terms it, is to have them wreathed around that "fulling", which drapes a horsehair bustle of obtrusive outline.
The verb "cascader" has obtained through "La Belle Hélène",a particular signification, and masses of tresses falling in Magdalen fashion are called, in the hairdressers' slang, cascades. Curls attached to the crown descend far below the belt, mingled with wild profusion of creeping plants, or with moths and butterflies pinned to them.
The Ladies' Column also includes a fascinating snippet on a new bonnet material (the skin on the Indian dagger plant), a description of an ecstatic (Louise Lateau) who carried the stigmata on her hands and an article on paragraphs on hair restorers, which lists ingredients as wide-ranging as Spanish fly, bear fat, wormwood and hedgehog skin!
Interestingly, many of the news items in the Penny Illustrated seem to be lifted from other newspapers including the Daily News; the Impartial de Soignies and the Herald.
All that I need for my cup to runneth over is for subscriptions to these newspapers to be available via Kindle!
Addition to the post:
I just came across a rather marvelous website, Raglinen, which is all about primary source newspapers - a perfect complement to the British Library database.