<i>Please tell us where you found them</i>
Pictures, epecially older ones, will be found in numerous sources. There is no single book for pre-1950 players. Likewise, many photos can found on the web, but it can take extensive searching. That being said, there are places where you can find quite a few in one shot.
For this era (Dead-ball), The book <i>Baseball Memories: 1900-1909</i> by Marc Okkonen is a big help. He also has the same book for the '30's and '50's, BTW. Another one is <i>Classic Baseball Cards: The Golden Years 1886-1956</i> by Frank Slocum. Slocum also did <i>Topps Baseball Cards: The Complete Collection 1951-1990</i>. Donald Honig has done many pictorial books on various teams which are good sources as well.
On the internet, there is Dave's Vintage Cards (
http://gfg.com/baseball/), a great source for 19th Century cards, BBC Images (
http://www.deliafamily.net/BBCI/bbci.html) and Vintage Card Traders (
http://www.vintagecardtraders.org/) to name but a few. Pro.Corbis.com is a very good commercial site, as well as Gettyimages.com. Sports memorabilia auction houses can be a good source, too.
The Library of Congress on-line has a few places of their own. Several issues of the Spalding Guide are available (
http://memory.loc.gov/ammem/spalding...ldinghome.html). Not only are there pictures of the majors, but many, many pictures of minor-leaguers if you can figure out where a guy played in the minors at. There is also the Chicago Daily News Photo Archive at
http://memory.loc.gov/ammem/spalding...ldinghome.html for pictures from 1902-1933. They also have the Prints and Photographs Online Catalog (
http://lcweb2.loc.gov/pp/pphome.html#P), particularly the Bain Collection and the Panoramic Photographs category.
Your local library may be a big help, if they have on-line services. I have access to the Associated Press Photo Archive and two newspaper archival sites (Pro-Quest and Newspaper Archive Elite) through mine. Both are better at pointing you in a particular direction rather than having any images, but are very helpful none-the-less.
There are, of course, many many many books, cards and websites to garner pics from, but this should help anyone looking for a place to start. Sorry for the length, but I tried to touch on all the "major" sources I could think of...