Check out the Tate's collection of Turner's sketchbooks

The Tate Museum as digitized all the pages from a series of Turner's Sketchbooks. You can view them chronologically here:

In case you are not familiar with Turner, he was an English painter and printmaker. Here are a couple of my favorite of his paintings.
J.M.W. Turner, Rain, Steam and Speed-The Great Western Railroad (1844)
J.M.W. Turner, The Slave Ship (1840)