All kinds of people may have worked for a circus, including performers, trainers, and office staff. In some respects it would be easiest to document the circus history of the performers, as their names may have appeared on various circus ephemera, including advertising posters, programs, and newspaper advertisements.
Various organizations exist documenting the history of the circus. The Circus World Museum Library is a repository of The Circus World Museum and contains books, manuscripts, photos, films, ephemera, and audio materials chronicling the history of circuses and those employed by them. Located in Baraboo, Wisconsin and a part of the Wisconsin Historical Society, the Library is available to assist researchers in person and through correspondence. The Library does provide research assistance for those tracing a circus performer via email. Requests to search its index must include the performer's "real" name and any other stage names you may know. For more details on submitting a request and fees, consult the guidelines at http://www.circusworldmuseum.com/genealogy.html.
The Circus Historical Society has a research link that includes a listing of circus research collections available throughout the United States. States with circus collections include California, Connecticut, Florida, Georgia, Illinois, Indiana, Massachusetts, Mississippi, New Jersey, New York, Ohio, Oklahoma, Texas, and Wisconsin. This web site also has various online historical sources including the book Olympians of the Sawdust Circle which is a biographical dictionary of 19th century circus performers.
Women played an important role in the 19th century American circus community. Women worked as sideshow performers, tightrope walkers and animal trainers. They showed Americans that women were strong and capable of more than keeping a home and raising children. An interesting article in the New York Times, 8 April 1912 documents a meeting of circus suffragettes and their thoughts. For those with female circus performing ancestors from Illinois, a short introduction with links to a few biographies, can be found at http://history.alliancelibrarysystem.com/IllinoisWomen/arts.cfm. The women featured are from the early Illinois collection and part of a larger web site, "Early Illinois Women & Other Unsung Heroes."
For those having an ancestor who died as the result of working for the circus, GenDisasters has an interesting page with links to transcribed newspaper article of circus accidents, including those involving train wrecks, tents, and animals who attack.
Artist James Mundie's web site includes several digitized and transcribed books, pamphlets, and pictures from his personal collection of sideshow memorabilia. It was here that I found a transcribed pamphlet written about Francesco Lentini. Others featured on this web site included conjoined twins, bearded ladies and little people, as well as individual performers such as Sealo, the seal boy; Ray Myers the armless musician; and John William the Human Alligator. His web site also includes a bibliography of sideshow history.