The National Archives, English version, is the newish name for the Public Record Office.   The archives has a very good search engine here:

http://www.nationalarchives.gov.uk/

The search link (simple and advanced) is on the upper right hand side.

If the material either hasn’t been microfilmed or if no one in the U.S. has the film, it is easy to obtain the material digitally–though it does cost.  ILL will pay up to $50 to get items, and this is much faster and much more efficient than ordering it through CRL.

There are links to some general subject guides here

http://www.nationalarchives.gov.uk/records/looking-for-subject/default.htm

for brief introductions to broad fields like “19th century”.  For more detailed subjects, check here

http://www.nationalarchives.gov.uk/catalogue/researchguidesindex.asp?WT.lp=gs-researchguides

My favorite subject so far is “Lunacy and the State”, where we learn that “For most of the past, the state has had little interest in the mental health of its subjects, unless they had a sufficient amount of property to require the intervention of the Crown as a feudal lord. Pauper lunatics were dealt with locally”, followed by many references to official papers–some of the guides also list useful book titles.

The catalog searches much more than just the official documents in the National Archives–it is a very useful place to find any manuscripts relating to Great Britain.  I recently had a question about Bram Stoker’s manuscripts and the National Archives search was the most accurate, better than his entry in the Dictionary of National Biography, or Archive Finder–the National Archives search found both U.S. and British locations, as well as the reference to the book Location register of twentieth–century English literary manuscripts and letters.