The State Library of Victoria has a large genealogy section which would be worth looking at. Also you may want to check out the Royal Historical Society of Victoria for Victorian ancestors. Are you with either the AIGS or the GSV? They are both located in Melbourne. You should be able to browse in all of these places.
Last Edit: Oct 20, 2013 23:19:31 GMT -5 by trencrom
All the information you need should be found through this link but you can also do some online research here. A lot of Wills are available here as well although sometimes you might have to mess around a little to actually get at the documents. There can be several links of which only one might be the Will itself. Passenger List Indexes are here but you should be able to view the lists themselves at the PRO.
State Library - you need to be aware that for Victorian/Australian research you will need to go to the Latrobe Library rather than the State Library itself. Things have changed since I was there more than 25 years ago but if the buildings are the same the Latrobe is part of the State Library complex.
AIGS - Australian Institute of Genealogical Studies GSV - Genealogy Society of Victoria
I am not sure where these two societies are located these days but you should be able to find information about them online.
Just to clarify: Victoria's State Library is in Swanston St, corner of LaTrobe St opposite Melbourne Central. The Latrobe Library is not separate to the State Library, but rather it is the Australiana component of it. The LL is on the first floor, but a lot of the items are in stack. You will need a reader's ticket to order from stack. Bonniebuster I suggest that for your purposes the LL is best for chasing up _local_ histories. Like I said in my previous post, for _family_ history you would be much better off going in the State Library's Genealogy Centre, which is on the ground floor to the left hand side as you go in to the main ground floor area where the catalogues and help desk are. You don't need a reader's ticket as the fiche, films and books are open access.
AIGS is opposite Blackburn station, on the north side. GSV is in Emirates House in Collins Street on the south side between Swanston and Elizabeth, opposite Australia on Collins. Both societies have websites which give their opening hours and fees for visits by non-members etc.