A good place to start for any research in religion is the interdisciplinary database maintained by ATLA, the American Theological Library Association. Because scholars of religion come from a variety of disciplinary backgrounds, researchers will also find useful the subject-specific databases for History, Anthropology, and other related fields.
The first four (4) databases here index journal articles by historians, but they are divided by region and time period. Choose the database that best matches your historical period of study.
The last database is a classic index of journal articles in anthropology, including ethnography. Consider this for the study of religion in cultural context.
Handbooks are edited volumes in which each chapter offers thorough introductions to topics and a critical survey of the current state of scholarship, creating an original conception of the field and setting the agenda for new research. Handbook chapters may be similar to review articles or "state of the field" articles in structure in that they review the key issues and cutting-edge debates, as well as provide arguments for how those debates might evolve.