The National Drought Mitigation Center and other groups maintain several resources that can help with developing a local drought history.
The National Drought Mitigation Center has prepared climographs for selected cities throughout the United States and the world. Climographs are a good way to grasp what “normal” is for a given area.
Historical Maps of the Palmer Drought Index and the Standardized Precipitation Index also help answer questions about the frequency and severity of drought in an area.
The National Integrated Drought Information System maintains a web portal, drought.gov, that connects to many sources of drought data.
State Climate Offices and Regional Climate Centers also maintain a variety of climatological and drought-specific data. Many also provide pre-made maps and graphics about the local climate that can help you build a local drought history.
The National Climatic Data Center is a national repository of historical climate data. They provide a large number of products available at a wide range of spatial and temporal scales.