The Virginia Room in the Roanoke main public library (downtown, on Jefferson Street) contains a great wealth of collections related to the region.
Colleges and universities also usually have a special collections and/or archives component. These archives often focus on the history of the school, but may also include a variety of other types of collections (for instance, Virginia Tech has a large culinary collection and a space exploration collection in their archives). These archives are always open to the general public, but may require that you make an appointment with the archivist prior to visiting. Their hours are always more limited than the library hours.