There are two primary places to search for archival collections and books. ARCHON is a keyword-searchable database of archival finding aids. SIUCat lists many rare books and also contains brief records for archival collections. You can limit I-Share to search Special Collections by clicking on the "More Limits" button on the search screen.
To get an overview of what SCRC might have on your topic, try some keyword searches in ARCHON and I-Share. You can use the names of vices as keywords, such as "prostitution," "gambling," and "drinking." Terms related to vice, such as "alcohol" will help broaden your search. Search terms related to virtue, such as "purity" and "temperance" might also be helpful.
You may also want to browse the collections using the SCRC subject guides. This can be particularly helpful when looking for archival material. For example, if you are interested in the history of prohibition in southern Illinois, you can look at the archival collections listed in our Guide to Southern Illinois History Collections for materials from the 1920s.
If SCRC doesn't have what you're looking for, there are some great web resources of digitized historical materials. CARLI Digital Collections contains materials from academic and research libraries throughout Illinois. The American Memory Project is based at the Library of Congress. Both of these are very rich resources for primary source research.