Lately, I writing some essays whose topics are mathematics-heavy. Even though they are not research papers and will never be published, I just want to give proper references to each famous theorem/ideas.
However, finding the original source of each theorem proves to be a much more difficult task than I thought. This brings me to my question
How, in general, do I find the original papers of each famous theorem?
Specifically, how do I find Caratheodory's paper on the extension theory that now bare his name?
As you observe, in many cases the most celebrated results are viewed as being so widely known and diffuse that no reference is given. Yes, a bit ironic.
A way to try to circumvent that is to look at as-old-as-possible textbooks/monographs, from times within few decades of the developments you'd want to trace back. Things would seem different to those people... For example, the Whittaker-and-Watson "Modern Analysis" will give (dangit-awkwardly-footnoted-buried...) references to many things that were new then, but not now...
Jesper L-umlaut-utzen's 1984 essay on "Sturm and Liouville's..." gives many original refs.
There is an AMS-published volume "History of Analysis..." which has many original refs.
The quasi-encyclopedic two volumes edited by I. Grattan-Guiness (sp?) are marvelous, with nearly-infinitely-many original references.
(And, if you have the time/energy to double-check, Wiki!!!)