One of the richest sources of information on 19th century Protestant missions in Siam is found in the American religious press. Every denomination had its flagship publication dedicated to publishing articles on overseas mission work and letters from missionaries serving "on the mission field." Many states had their own denominational magazine or newsletter that provided coverage more focused on local missionaries. Every year, more and more of these publications are becoming available online, if in often confusing combinations of websites, some here and some there, some have this year and some have that.
For those interested in 19th century Baptist missions, including the one in Siam, one source for relevant mission publications is a list of "Baptist Magazines and Journals from Google Books" found at the Baptist History Homepage. The list includes publications dedicated to reporting on missions, and researchers will also do well to check out the general publications as well, which often contain news from the mission fields.