ArchiveGrid
This is the easiest and most comprehensive single catalog of records describing archival materials from around the world. No single catalog currently exists that gathers every archive and every collection record, so this is the next best thing.
From ArchiveGrid: "ArchiveGrid includes over four million records describing archival materials, bringing together information about historical documents, personal papers, family histories, and more. With over 1,000 different archival institutions represented, ArchiveGrid helps researchers looking for primary source materials held in archives, libraries, museums and historical societies."