Minnesota History Magazine
The key word index page (linked above) contains helpful hints about search strategies and searching for terms within the full-text articles linked via the indexes.
Collections of the Minnesota Historical Society
Links to digitizations of the Collections are available here. Volume 1 reprints an abridgment of the Annals of the Minnesota Historical Society published 1850-1856.
A research tip: the Collections volumes were printed at irregular intervals and the manuscripts they contain, in some cases, significantly predate the volume in which they appeared. If the composition date matters to you or you wonder if/how MHS edited the manuscript, check the MHS Institutional Archives for the holograph (many are extant).