Cylinder Preservation and Digitization Project, University of California Santa Barbara, have digitised over 5,000 old cylinder recordings from the late 1800s and early 1900s, and many of them (though not all) are available online for free (including embedded audio and MP3 and WAV downloads) - for example "Left All Alone Again Blues" from 1921.
There's a "Featured Cylinder" section, even streaming radio shows of cylinder recordings (including shows focussed on vaudeville, early black artists and composers, opera, speeches and audio theatre), and you can search for recordings by keyword, title, year etc. Fascinating stuff. (Via Creative Commons blog).
And if anyone knows how to get hold of a cylinder player, please let me know! A friend would like to play a wax cylinder recorded by her family but hasn't been able to find a working player.
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