What if Princeton does not have the documents I need?
Many microfilmed US government document collections that Princeton does not own are available on microfilm through Interlibrary Loan. To find them, search Worldcat, using appropriate keywords. For example, to find out if there is microfilm of the State department records relating to Ethiopia during World War I, search for "department of state" ethiopia and then limit your results to microforms You will see that the Center for Research Libraries has microfilm of this series. To request it, use the Interlibrary Loan form, or use the Interlibrary Loan link from within Worldcat.org or the FindIt@PUL link from within Worldcat (First Search). It will help if you include the OCLC number in your request.
A very small amount of material has been digitized by the National Archives. Search their Archival Research Catalog to see if the documents you need are available.
The National Archives will photocopy or scan materials in their collections for researchers. There are fees for this service. See http://www.archives.gov/research/order/. You should allow several weeks to get an estimate, order, and receive the documents.