PBS
Pbs Frontline: The Martyrdom of Saints Perpetua & Felicitas
The actual prison diary of a young Christian women who as killed in Carthage in 202 C.E. for her religious beliefs. Excellent primary source document.
Other
Wesley Center for Applied Theology: Epistle of Marcus Aurelius
A primary source document written by the great Emperor in which he gives thanks to the Christians for his winning a battle.
Massachusetts Institute of Technology
Mit: Internet Classics Archive: Plutarch's Life of Gaius Gracchus
Dryden's translation of Plutarch's "Life of Gaius (here referred to as Caius, another form of the name) Gracchus". This is a good example of a primary source in translation.